+58.8%
FE vs VLTO
+54.1%
+4.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.2% |
| 3M | -0.5% | +20.1% | -20.6% | -3.4% |
| 6M | +4.7% | +32.6% | -27.9% | 0.0% |
| YTD | +8.4% | +17.3% | -8.9% | +5.3% |
| 1Y | +7.2% | +17.3% | -10.1% | +4.1% |
| 3Y | +44.9% | +66.9% | -22.0% | +35.8% |
| All | +58.8% | +54.1% | +4.7% | +50.0% |
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