+33.2%
VFC vs VLTO
+56.4%
-23.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +2.7% |
| 7D | +1.6% | +1.0% | +0.6% | +0.9% |
| 30D | +25.5% | +17.5% | +8.0% | +10.7% |
| 3M | +41.3% | +21.4% | +19.9% | +21.5% |
| 6M | +22.2% | +38.1% | -15.9% | -5.7% |
| YTD | +16.4% | +19.0% | -2.6% | +1.1% |
| 1Y | +38.4% | +20.7% | +17.8% | +18.5% |
| 3Y | +56.2% | +64.3% | -8.1% | +16.7% |
| All | +33.2% | +56.4% | -23.1% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling