+33.6%
VFC vs VLTO
+56.3%
-22.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +3.5% | +1.6% | +1.9% | +2.3% |
| 30D | +38.3% | +22.0% | +16.3% | +18.6% |
| 3M | +40.2% | +21.9% | +18.3% | +20.1% |
| 6M | +10.6% | +36.5% | -25.9% | -13.8% |
| YTD | +16.7% | +19.0% | -2.2% | +1.4% |
| 1Y | +45.0% | +21.0% | +24.0% | +23.8% |
| 3Y | +48.8% | +69.9% | -21.1% | +9.4% |
| All | +33.6% | +56.3% | -22.7% | -0.7% |
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 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