+211.6%
FTI vs VLTO
+70.6%
+141.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +1.9% |
| 7D | +4.3% | +1.0% | +3.3% | +4.0% |
| 30D | -4.7% | +17.5% | -22.1% | -9.2% |
| 3M | -13.5% | +21.4% | -34.9% | -18.5% |
| 6M | -8.7% | +38.1% | -46.8% | -18.3% |
| YTD | +49.0% | +19.0% | +30.0% | +41.9% |
| 1Y | +54.0% | +20.7% | +33.4% | +45.4% |
| 3Y | +211.6% | +64.3% | +147.3% | +145.4% |
| All | +211.6% | +70.6% | +141.0% | +145.4% |
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 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