+562.0%
FIX vs VLTO
+54.7%
+507.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.6% | -15.7% | -15.2% |
| 7D | -18.9% | +13.8% | -32.7% | -21.7% |
| 30D | -36.3% | +21.2% | -57.5% | -39.9% |
| 3M | -38.5% | +21.5% | -60.0% | -42.1% |
| 6M | -42.3% | +33.0% | -75.3% | -48.5% |
| YTD | +17.1% | +17.8% | -0.7% | +11.4% |
| 1Y | +14.4% | +18.1% | -3.7% | +8.4% |
| 3Y | +486.7% | +67.6% | +419.1% | +396.5% |
| All | +562.0% | +54.7% | +507.3% | +461.7% |
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 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