-80.3%
FIG vs VLTO
-8.5%
-71.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.4% |
| 7D | -16.4% | -1.6% | -14.8% | -15.9% |
| 30D | -2.3% | -2.9% | +0.5% | -1.5% |
| 3M | +7.8% | +12.7% | -4.9% | +6.8% |
| 6M | -21.8% | +1.6% | -23.4% | -23.4% |
| YTD | -39.1% | -4.0% | -35.1% | -41.1% |
| 1Y | -56.6% | -10.2% | -46.5% | -60.7% |
| All | -80.3% | -8.5% | -71.8% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling