+250.1%
FTI vs VLTO
+56.4%
+193.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +1.9% |
| 7D | +4.3% | +1.0% | +3.3% | +4.1% |
| 30D | -4.7% | +17.5% | -22.1% | -8.5% |
| 3M | -13.5% | +21.4% | -34.9% | -17.8% |
| 6M | -8.7% | +38.1% | -46.8% | -17.0% |
| YTD | +49.0% | +19.0% | +30.0% | +42.8% |
| 1Y | +54.0% | +20.7% | +33.4% | +46.6% |
| 3Y | +211.6% | +64.3% | +147.3% | +179.0% |
| All | +250.1% | +56.4% | +193.7% | +210.0% |
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