+20.2%
FTV vs VLTO
-8.3%
+28.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -4.6% | -2.3% | -2.3% | -4.0% |
| 30D | -7.2% | -0.9% | -6.3% | -7.0% |
| 3M | -7.3% | +13.8% | -21.1% | -10.0% |
| 6M | -1.6% | +2.0% | -3.6% | -3.3% |
| YTD | +3.3% | -3.2% | +6.5% | +2.5% |
| 1Y | +20.2% | -9.2% | +29.4% | +23.0% |
| All | +20.2% | -8.3% | +28.5% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling