-25.4%
FN vs VLTO
+20.4%
-45.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.7% |
| 7D | -4.1% | +1.6% | -5.7% | -3.4% |
| 30D | -28.3% | +22.0% | -50.3% | -20.6% |
| 3M | -33.9% | +21.9% | -55.8% | -26.6% |
| 6M | -43.9% | +36.5% | -80.4% | -35.4% |
| YTD | -23.4% | +19.0% | -42.4% | -6.8% |
| 1Y | -25.4% | +21.0% | -46.4% | -9.0% |
| All | -25.4% | +20.4% | -45.8% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling