-53.7%
FIVN vs VLTO
+56.1%
-109.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.8% | +2.2% |
| 7D | -19.3% | +2.0% | -21.3% | -20.2% |
| 30D | -20.7% | +21.8% | -42.5% | -29.9% |
| 3M | -15.1% | +20.2% | -35.3% | -24.3% |
| 6M | +30.6% | +36.3% | -5.7% | +7.7% |
| YTD | +44.0% | +18.8% | +25.2% | +28.9% |
| 1Y | +45.5% | +20.4% | +25.1% | +28.7% |
| 3Y | -52.8% | +71.9% | -124.7% | -64.0% |
| All | -53.7% | +56.1% | -109.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling