+46.7%
FE vs VLTO
+68.7%
-22.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.6% | +12.0% | -11.4% | -1.3% |
| 30D | +6.4% | +20.8% | -14.4% | +3.1% |
| 3M | -0.5% | +20.1% | -20.6% | -3.5% |
| 6M | +4.7% | +32.6% | -27.9% | -0.2% |
| YTD | +8.4% | +17.3% | -8.9% | +5.2% |
| 1Y | +7.2% | +17.3% | -10.1% | +4.0% |
| All | +46.7% | +68.7% | -22.0% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling