-13.9%
VFC vs VLTO
+27.2%
-41.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +3.6% |
| 7D | -1.6% | -2.3% | +0.7% | +0.1% |
| 30D | -11.6% | -0.9% | -10.8% | -11.2% |
| 3M | -18.1% | +13.8% | -31.9% | -26.5% |
| 6M | -27.4% | +2.0% | -29.4% | -28.9% |
| YTD | -24.8% | -3.2% | -21.6% | -23.4% |
| 1Y | -8.2% | -9.2% | +1.0% | -0.9% |
| All | -13.9% | +27.2% | -41.1% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling