-24.2%
FDS vs VLTO
+56.1%
-80.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -5.0% | +2.0% | -7.0% | -5.9% |
| 30D | +13.8% | +21.8% | -8.0% | +3.6% |
| 3M | +14.8% | +20.2% | -5.4% | +5.3% |
| 6M | +47.4% | +36.3% | +11.0% | +28.9% |
| YTD | +14.2% | +18.8% | -4.7% | +4.5% |
| 1Y | +26.6% | +20.4% | +6.2% | +15.3% |
| 3Y | -24.4% | +71.9% | -96.3% | -34.3% |
| All | -24.2% | +56.1% | -80.3% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling