-42.6%
FND vs VLTO
+27.2%
-69.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.8% |
| 7D | -5.2% | -2.3% | -2.9% | -3.7% |
| 30D | -19.9% | -0.9% | -19.0% | -19.3% |
| 3M | +2.7% | +13.8% | -11.1% | -5.6% |
| 6M | -21.7% | +2.0% | -23.7% | -22.8% |
| YTD | -17.5% | -3.2% | -14.3% | -16.3% |
| 1Y | -39.3% | -9.2% | -30.1% | -35.5% |
| All | -42.6% | +27.2% | -69.8% | -49.0% |
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 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