+33.0%
VFC vs VLTO
+57.1%
-24.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | -1.4% | +1.5% | -2.9% | -2.5% |
| 30D | +30.7% | +20.9% | +9.8% | +12.8% |
| 3M | +40.6% | +21.4% | +19.2% | +20.9% |
| 6M | +16.5% | +37.6% | -21.1% | -9.8% |
| YTD | +16.2% | +19.5% | -3.4% | +0.5% |
| 1Y | +42.4% | +22.0% | +20.4% | +20.8% |
| 3Y | +48.1% | +70.7% | -22.6% | +8.5% |
| All | +33.0% | +57.1% | -24.1% | -1.6% |
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