+23.5%
FTV vs VLTO
+56.4%
-32.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +3.9% | +1.0% | +2.9% | +3.5% |
| 30D | +18.7% | +17.5% | +1.2% | +10.8% |
| 3M | +10.0% | +21.4% | -11.4% | +1.2% |
| 6M | +14.6% | +38.1% | -23.6% | -0.5% |
| YTD | +23.4% | +19.0% | +4.4% | +13.8% |
| 1Y | +31.3% | +20.7% | +10.6% | +20.0% |
| 3Y | +39.8% | +64.3% | -24.5% | +17.8% |
| All | +23.5% | +56.4% | -32.9% | +6.2% |
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 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