+212.3%
CAPR vs VLTO
+56.3%
+156.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.1% | -10.1% | -10.0% |
| 7D | +7.6% | +1.6% | +6.0% | +7.0% |
| 30D | +13.3% | +22.0% | -8.7% | +4.6% |
| 3M | +130.4% | +21.9% | +108.5% | +112.5% |
| 6M | -70.8% | +36.5% | -107.3% | -74.6% |
| YTD | -69.3% | +19.0% | -88.3% | -71.4% |
| 1Y | +59.5% | +21.0% | +38.6% | +46.7% |
| 3Y | +216.8% | +69.9% | +146.9% | +165.0% |
| All | +212.3% | +56.3% | +156.0% | +170.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling