+194.1%
FTI vs VLTO
+69.5%
+124.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.7% | +3.0% |
| 7D | -7.6% | +5.4% | -13.0% | -9.0% |
| 30D | -7.1% | +22.3% | -29.4% | -12.5% |
| 3M | -8.7% | +19.6% | -28.3% | -13.5% |
| 6M | -14.0% | +35.2% | -49.1% | -22.3% |
| YTD | +42.8% | +17.9% | +25.0% | +36.5% |
| 1Y | +50.4% | +19.5% | +30.9% | +42.5% |
| 3Y | +194.1% | +73.9% | +120.2% | +131.2% |
| All | +194.1% | +69.5% | +124.6% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling