+59.1%
FE vs VLTO
+54.7%
+4.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +1.7% | +13.8% | -12.2% | -0.4% |
| 30D | +8.1% | +21.2% | -13.1% | +4.8% |
| 3M | -1.3% | +21.5% | -22.8% | -4.4% |
| 6M | +2.9% | +33.0% | -30.1% | -1.8% |
| YTD | +8.6% | +17.8% | -9.2% | +5.4% |
| 1Y | +6.3% | +18.1% | -11.8% | +3.1% |
| 3Y | +45.1% | +67.6% | -22.4% | +36.0% |
| All | +59.1% | +54.7% | +4.3% | +50.1% |
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