+517.2%
FIX vs VLTO
+54.8%
+462.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +5.0% | +5.3% |
| 7D | -17.5% | +5.4% | -22.8% | -18.5% |
| 30D | -41.6% | +22.3% | -63.9% | -45.0% |
| 3M | -40.6% | +19.6% | -60.2% | -43.8% |
| 6M | -49.4% | +35.2% | -84.5% | -55.2% |
| YTD | +9.2% | +17.9% | -8.7% | +3.9% |
| 1Y | +6.5% | +19.5% | -13.1% | +0.1% |
| 3Y | +448.7% | +73.9% | +374.8% | +363.1% |
| All | +517.2% | +54.8% | +462.4% | +423.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling