+8.1%
FPS vs VLTO
+5.8%
+2.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +1.6% |
| 7D | +3.1% | -2.3% | +5.4% | +1.8% |
| 30D | -18.6% | -0.9% | -17.7% | -18.8% |
| 3M | -51.5% | +13.8% | -65.3% | -49.8% |
| 6M | -8.5% | +2.0% | -10.5% | +0.3% |
| All | +8.1% | +5.8% | +2.3% | +15.6% |
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