+104.9%
FN vs VLTO
+56.3%
+48.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -4.1% | +1.6% | -5.7% | -4.3% |
| 30D | -28.3% | +22.0% | -50.3% | -31.5% |
| 3M | -33.9% | +21.9% | -55.8% | -36.9% |
| 6M | -43.9% | +36.5% | -80.4% | -49.1% |
| YTD | -23.4% | +19.0% | -42.4% | -25.6% |
| 1Y | -25.4% | +21.0% | -46.4% | -28.4% |
| 3Y | +107.9% | +69.9% | +38.0% | +72.1% |
| All | +104.9% | +56.3% | +48.6% | +74.6% |
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 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