+6.5%
FIX vs VLTO
+18.3%
-11.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +5.0% | +5.6% |
| 7D | -17.5% | +5.4% | -22.8% | -15.5% |
| 30D | -41.6% | +22.3% | -63.9% | -36.6% |
| 3M | -40.6% | +19.6% | -60.2% | -35.8% |
| 6M | -49.4% | +35.2% | -84.5% | -44.7% |
| YTD | +9.2% | +17.9% | -8.7% | +21.9% |
| 1Y | +6.5% | +19.5% | -13.1% | +19.1% |
| All | +6.5% | +18.3% | -11.8% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling