-56.2%
FIVN vs VLTO
+69.5%
-125.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.5% | -18.1% | -17.9% |
| 7D | -22.6% | +5.4% | -28.0% | -25.1% |
| 30D | -16.8% | +22.3% | -39.1% | -26.8% |
| 3M | -0.9% | +19.6% | -20.5% | -11.6% |
| 6M | +28.4% | +35.2% | -6.8% | +6.0% |
| YTD | +40.2% | +17.9% | +22.4% | +26.0% |
| 1Y | +30.5% | +19.5% | +11.0% | +15.7% |
| 3Y | -56.2% | +73.9% | -130.1% | -61.5% |
| All | -56.2% | +69.5% | -125.7% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling