-83.2%
FIG vs VLTO
+13.4%
-96.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +3.4% | +1.0% | +2.4% | +3.1% |
| 30D | -9.5% | +17.5% | -26.9% | -14.0% |
| 3M | -26.2% | +21.4% | -47.6% | -30.8% |
| 6M | +2.7% | +38.1% | -35.4% | -5.0% |
| YTD | -48.0% | +19.0% | -67.0% | -53.1% |
| 1Y | -52.0% | +20.7% | -72.7% | -56.6% |
| All | -83.2% | +13.4% | -96.5% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling