+139.5%
FN vs VLTO
+27.2%
+112.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.6% |
| 7D | -1.7% | -2.3% | +0.6% | -1.0% |
| 30D | -22.0% | -0.9% | -21.1% | -21.9% |
| 3M | -43.0% | +13.8% | -56.8% | -46.3% |
| 6M | -27.7% | +2.0% | -29.8% | -28.3% |
| YTD | -10.5% | -3.2% | -7.3% | -8.8% |
| 1Y | +12.5% | -9.2% | +21.7% | +18.3% |
| All | +139.5% | +27.2% | +112.3% | +113.9% |
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