+15.1%
USFR vs VLTO
+56.3%
-41.2%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | +1.6% | -1.5% | +0.1% |
| 30D | +0.4% | +22.0% | -21.6% | +0.4% |
| 3M | +1.1% | +21.9% | -20.8% | +1.1% |
| 6M | +2.1% | +36.5% | -34.5% | +2.1% |
| YTD | +3.4% | +19.0% | -15.5% | +3.4% |
| 1Y | +4.1% | +21.0% | -16.9% | +4.1% |
| 3Y | +14.4% | +69.9% | -55.5% | +14.5% |
| All | +15.1% | +56.3% | -41.2% | +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