+38.1%
FLR vs VLTO
+56.4%
-18.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +5.4% | +1.0% | +4.4% | +5.0% |
| 30D | +2.8% | +17.5% | -14.6% | -3.0% |
| 3M | -6.4% | +21.4% | -27.8% | -12.9% |
| 6M | +8.8% | +38.1% | -29.4% | -5.2% |
| YTD | +23.6% | +19.0% | +4.6% | +15.5% |
| 1Y | +13.8% | +20.7% | -6.9% | +5.4% |
| 3Y | +36.5% | +64.3% | -27.8% | +8.3% |
| All | +38.1% | +56.4% | -18.2% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling