-15.5%
VFC vs VLTO
+26.2%
-41.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.2% |
| 7D | +0.8% | -1.6% | +2.4% | +2.0% |
| 30D | -11.9% | -2.9% | -9.1% | -10.0% |
| 3M | -20.2% | +12.7% | -32.8% | -27.7% |
| 6M | -23.0% | +1.6% | -24.6% | -24.4% |
| YTD | -26.2% | -4.0% | -22.2% | -24.4% |
| 1Y | -13.3% | -10.2% | -3.2% | -5.6% |
| All | -15.5% | +26.2% | -41.7% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling