+15.0%
USFR vs VLTO
+56.1%
-41.1%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +0.1% | +2.0% | -2.0% | +0.1% |
| 30D | +0.4% | +21.8% | -21.4% | +0.4% |
| 3M | +1.1% | +20.2% | -19.2% | +1.1% |
| 6M | +2.0% | +36.3% | -34.3% | +2.0% |
| YTD | +3.4% | +18.8% | -15.4% | +3.4% |
| 1Y | +4.1% | +20.4% | -16.3% | +4.1% |
| 3Y | +14.3% | +71.9% | -57.6% | +14.4% |
| All | +15.0% | +56.1% | -41.1% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling