-21.0%
FDS vs VLTO
+54.1%
-75.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +6.4% | +12.0% | -5.6% | +0.7% |
| 30D | +25.2% | +20.8% | +4.3% | +14.5% |
| 3M | +22.9% | +20.1% | +2.8% | +12.8% |
| 6M | +56.5% | +32.6% | +23.9% | +38.5% |
| YTD | +19.0% | +17.3% | +1.6% | +9.6% |
| 1Y | +32.7% | +17.3% | +15.4% | +22.1% |
| 3Y | -20.4% | +66.9% | -87.3% | -30.2% |
| All | -21.0% | +54.1% | -75.2% | -29.8% |
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