+100.8%
FN vs VLTO
+54.7%
+46.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.1% |
| 7D | -7.0% | +13.8% | -20.8% | -9.4% |
| 30D | -24.7% | +21.2% | -45.9% | -28.0% |
| 3M | -35.7% | +21.5% | -57.2% | -38.6% |
| 6M | -52.4% | +33.0% | -85.4% | -56.4% |
| YTD | -25.0% | +17.8% | -42.7% | -26.9% |
| 1Y | -25.7% | +18.1% | -43.8% | -27.9% |
| 3Y | +110.2% | +67.6% | +42.6% | +74.0% |
| All | +100.8% | +54.7% | +46.1% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling