-22.1%
FPS vs VLTO
+29.8%
-51.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +0.8% | +15.2% | +16.7% |
| 7D | -8.0% | +2.0% | -10.0% | -6.4% |
| 30D | -43.5% | +21.8% | -65.3% | -32.1% |
| 3M | -41.6% | +20.2% | -61.8% | -29.9% |
| 6M | -44.0% | +36.3% | -80.4% | -29.6% |
| All | -22.1% | +29.8% | -51.9% | +1.0% |
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 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