+235.6%
FTI vs VLTO
+54.8%
+180.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.7% | +3.0% |
| 7D | -7.6% | +5.4% | -13.0% | -8.8% |
| 30D | -7.1% | +22.3% | -29.4% | -11.9% |
| 3M | -8.7% | +19.6% | -28.3% | -13.0% |
| 6M | -14.0% | +35.2% | -49.1% | -21.3% |
| YTD | +42.8% | +17.9% | +25.0% | +37.2% |
| 1Y | +50.4% | +19.5% | +30.9% | +43.4% |
| 3Y | +194.1% | +73.9% | +120.2% | +165.6% |
| All | +235.6% | +54.8% | +180.8% | +197.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling