+876.9%
FIX vs VLTO
+27.2%
+849.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | +6.0% | -2.3% | +8.3% | +6.9% |
| 30D | -7.2% | -0.9% | -6.4% | -7.1% |
| 3M | -15.9% | +13.8% | -29.7% | -21.8% |
| 6M | +12.7% | +2.0% | +10.7% | +10.9% |
| YTD | +72.8% | -3.2% | +76.0% | +74.5% |
| 1Y | +122.9% | -9.2% | +132.1% | +133.3% |
| All | +876.9% | +27.2% | +849.7% | +779.9% |
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