-79.1%
FIG vs VLTO
-7.8%
-71.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.9% |
| 7D | -16.3% | -2.3% | -14.0% | -15.7% |
| 30D | -14.3% | -0.9% | -13.4% | -14.2% |
| 3M | +7.2% | +13.8% | -6.7% | +5.9% |
| 6M | -18.6% | +2.0% | -20.6% | -20.5% |
| YTD | -35.5% | -3.2% | -32.3% | -37.7% |
| 1Y | -55.8% | -9.2% | -46.6% | -59.9% |
| All | -79.1% | -7.8% | -71.3% | -80.4% |
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