+238.1%
FTI vs VLTO
+56.1%
+181.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -4.3% | +2.0% | -6.4% | -4.8% |
| 30D | -8.0% | +21.8% | -29.8% | -12.6% |
| 3M | -8.0% | +20.2% | -28.3% | -12.4% |
| 6M | -8.7% | +36.3% | -45.0% | -16.6% |
| YTD | +43.9% | +18.8% | +25.0% | +37.9% |
| 1Y | +49.8% | +20.4% | +29.4% | +42.6% |
| 3Y | +211.7% | +71.9% | +139.8% | +180.2% |
| All | +238.1% | +56.1% | +181.9% | +199.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling