+56.7%
VFC vs VLTO
+70.5%
-13.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +3.5% | +1.6% | +1.9% | +2.2% |
| 30D | +38.3% | +22.0% | +16.3% | +17.6% |
| 3M | +40.2% | +21.9% | +18.3% | +19.1% |
| 6M | +10.6% | +36.5% | -25.9% | -15.0% |
| YTD | +16.7% | +19.0% | -2.2% | +0.7% |
| 1Y | +45.0% | +21.0% | +24.0% | +22.7% |
| All | +56.7% | +70.5% | -13.9% | +22.2% |
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