-23.9%
FDS vs VLTO
+54.8%
-78.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.9% |
| 7D | -0.5% | +5.4% | -5.9% | -3.0% |
| 30D | +20.2% | +22.3% | -2.1% | +9.3% |
| 3M | +19.9% | +19.6% | +0.2% | +10.2% |
| 6M | +56.2% | +35.2% | +21.0% | +37.1% |
| YTD | +14.6% | +17.9% | -3.3% | +5.3% |
| 1Y | +31.6% | +19.5% | +12.1% | +20.3% |
| 3Y | -23.8% | +73.9% | -97.7% | -33.7% |
| All | -23.9% | +54.8% | -78.8% | -32.5% |
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 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