-32.7%
FRSH vs VLTO
+27.2%
-59.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -3.8% |
| 7D | -8.2% | -2.3% | -5.9% | -6.9% |
| 30D | +10.5% | -0.9% | +11.4% | +11.2% |
| 3M | +32.7% | +13.8% | +18.9% | +23.5% |
| 6M | +50.3% | +2.0% | +48.3% | +48.6% |
| YTD | +3.9% | -3.2% | +7.1% | +6.0% |
| 1Y | -2.2% | -9.2% | +7.0% | +3.3% |
| All | -32.7% | +27.2% | -59.9% | -40.8% |
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