+41.9%
FLR vs VLTO
+56.1%
-14.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.0% |
| 7D | +8.5% | +2.0% | +6.5% | +7.8% |
| 30D | -0.7% | +21.8% | -22.5% | -7.7% |
| 3M | -11.7% | +20.2% | -31.9% | -17.5% |
| 6M | +16.2% | +36.3% | -20.1% | +1.9% |
| YTD | +27.0% | +18.8% | +8.2% | +18.7% |
| 1Y | +10.1% | +20.4% | -10.3% | +2.0% |
| 3Y | +46.2% | +71.9% | -25.7% | +13.5% |
| All | +41.9% | +56.1% | -14.2% | +15.9% |
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