+30.7%
FLR vs VLTO
+69.5%
-38.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.9% | +3.2% |
| 7D | -0.8% | +5.4% | -6.2% | -2.5% |
| 30D | -9.1% | +22.3% | -31.4% | -15.3% |
| 3M | -4.7% | +19.6% | -24.3% | -10.4% |
| 6M | -14.2% | +35.2% | -49.4% | -24.0% |
| YTD | +17.3% | +17.9% | -0.6% | +10.5% |
| 1Y | +4.3% | +19.5% | -15.3% | -2.7% |
| 3Y | +30.7% | +73.9% | -43.2% | +11.6% |
| All | +30.7% | +69.5% | -38.7% | +11.6% |
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