+4.7%
FE vs VLTO
+19.2%
-14.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | 0.0% | +5.4% | -5.4% | -0.6% |
| 30D | +5.2% | +22.3% | -17.1% | +3.0% |
| 3M | 0.0% | +19.6% | -19.6% | -1.9% |
| 6M | +5.0% | +35.2% | -30.1% | +2.1% |
| YTD | +7.9% | +17.9% | -10.0% | +4.5% |
| All | +4.7% | +19.2% | -14.5% | +1.8% |
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 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