-24.4%
FDS vs VLTO
+56.3%
-80.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -2.0% | +1.6% | -3.6% | -2.7% |
| 30D | +13.5% | +22.0% | -8.4% | +3.3% |
| 3M | +15.2% | +21.9% | -6.7% | +4.9% |
| 6M | +47.0% | +36.5% | +10.5% | +28.5% |
| YTD | +13.9% | +19.0% | -5.1% | +4.2% |
| 1Y | +25.2% | +21.0% | +4.2% | +13.8% |
| 3Y | -25.3% | +69.9% | -95.2% | -35.0% |
| All | -24.4% | +56.3% | -80.7% | -33.2% |
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 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