+25.5%
FDS vs VLTO
+20.2%
+5.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | -5.0% | +2.0% | -7.0% | -6.4% |
| 30D | +13.8% | +21.8% | -8.0% | -2.4% |
| 3M | +14.8% | +20.2% | -5.4% | -0.5% |
| 6M | +47.4% | +36.3% | +11.0% | +18.6% |
| YTD | +14.2% | +18.8% | -4.7% | -1.6% |
| All | +25.5% | +20.2% | +5.2% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling