+47.2%
CAPR vs VLTO
+18.3%
+28.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.2% |
| 7D | +43.2% | +13.8% | +29.3% | +41.5% |
| 30D | +14.7% | +21.2% | -6.5% | +12.7% |
| 3M | +113.9% | +21.5% | +92.4% | +110.3% |
| 6M | -73.4% | +33.0% | -106.4% | -73.1% |
| YTD | -69.1% | +17.8% | -86.9% | -65.8% |
| 1Y | +47.2% | +18.1% | +29.1% | +64.3% |
| All | +47.2% | +18.3% | +28.9% | +64.3% |
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