-83.2%
FIG vs VLTO
+13.2%
-96.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | -12.6% | +2.0% | -14.7% | -13.1% |
| 30D | -13.8% | +21.8% | -35.6% | -19.1% |
| 3M | -16.7% | +20.2% | -36.9% | -21.7% |
| 6M | -6.1% | +36.3% | -42.4% | -13.1% |
| YTD | -48.1% | +18.8% | -66.9% | -53.1% |
| 1Y | -56.2% | +20.4% | -76.6% | -60.2% |
| All | -83.2% | +13.2% | -96.4% | -85.3% |
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