+36.4%
VFC vs VLTO
+69.5%
-33.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | -0.2% |
| 7D | +11.2% | +5.4% | +5.8% | +6.8% |
| 30D | +41.5% | +22.3% | +19.2% | +20.6% |
| 3M | +38.9% | +19.6% | +19.3% | +20.4% |
| 6M | +6.1% | +35.2% | -29.0% | -17.3% |
| YTD | +14.5% | +17.9% | -3.3% | 0.0% |
| 1Y | +46.0% | +19.5% | +26.4% | +25.4% |
| 3Y | +36.4% | +73.9% | -37.5% | +14.8% |
| All | +36.4% | +69.5% | -33.1% | +14.8% |
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