-58.1%
FIG vs VLTO
+20.4%
-78.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -11.4% | +1.6% | -13.0% | -12.0% |
| 30D | -17.2% | +22.0% | -39.2% | -24.6% |
| 3M | -26.6% | +21.9% | -48.5% | -33.2% |
| 6M | -9.8% | +36.5% | -46.3% | -20.4% |
| YTD | -50.1% | +19.0% | -69.1% | -55.2% |
| 1Y | -58.1% | +21.0% | -79.0% | -62.3% |
| All | -58.1% | +20.4% | -78.4% | -62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling