-41.4%
FND vs VLTO
+54.8%
-96.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | +7.7% | +5.4% | +2.3% | +4.1% |
| 30D | +11.9% | +22.3% | -10.5% | -2.6% |
| 3M | -14.6% | +19.6% | -34.2% | -24.3% |
| 6M | +0.5% | +35.2% | -34.7% | -18.1% |
| YTD | -15.8% | +17.9% | -33.7% | -25.3% |
| 1Y | -12.9% | +19.5% | -32.4% | -23.6% |
| 3Y | -34.2% | +73.9% | -108.1% | -50.4% |
| All | -41.4% | +54.8% | -96.3% | -54.5% |
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