-52.9%
FLNC vs VLTO
+24.3%
-77.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.0% |
| 7D | -4.1% | -2.3% | -1.8% | -2.6% |
| 30D | -24.8% | -2.7% | -22.1% | -23.5% |
| 3M | -59.1% | +14.0% | -73.1% | -63.9% |
| 6M | -42.0% | +3.3% | -45.3% | -44.8% |
| YTD | -49.8% | -5.4% | -44.4% | -48.9% |
| 1Y | +43.1% | -13.3% | +56.4% | +57.0% |
| All | -52.9% | +24.3% | -77.2% | -62.9% |
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 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