-56.8%
FIVN vs VLTO
+70.6%
-127.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.5% |
| 7D | -2.8% | +1.0% | -3.8% | -3.4% |
| 30D | -17.4% | +17.5% | -34.9% | -25.4% |
| 3M | -19.2% | +21.4% | -40.6% | -28.6% |
| 6M | +29.4% | +38.1% | -8.8% | +5.3% |
| YTD | +36.3% | +19.0% | +17.2% | +21.7% |
| 1Y | +33.5% | +20.7% | +12.8% | +17.7% |
| 3Y | -56.8% | +64.3% | -121.1% | -62.5% |
| All | -56.8% | +70.6% | -127.4% | -62.5% |
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