-84.0%
FIG vs VLTO
+11.8%
-95.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.5% |
| 7D | -17.4% | +12.0% | -29.4% | -20.3% |
| 30D | -15.9% | +20.8% | -36.8% | -20.9% |
| 3M | -34.5% | +20.1% | -54.6% | -38.4% |
| 6M | -5.0% | +32.6% | -37.7% | -11.7% |
| YTD | -50.7% | +17.3% | -68.0% | -55.3% |
| 1Y | -58.1% | +17.3% | -75.4% | -62.2% |
| All | -84.0% | +11.8% | -95.8% | -85.9% |
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