+58.4%
FLR vs VLTO
+27.2%
+31.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | +5.4% | -2.3% | +7.7% | +6.3% |
| 30D | +11.4% | -0.9% | +12.3% | +11.8% |
| 3M | +11.4% | +13.8% | -2.4% | +4.2% |
| 6M | +16.6% | +2.0% | +14.6% | +15.0% |
| YTD | +41.7% | -3.2% | +44.9% | +42.9% |
| 1Y | +35.4% | -9.2% | +44.6% | +40.8% |
| All | +58.4% | +27.2% | +31.2% | +39.5% |
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