+235.6%
CAPR vs VLTO
+56.4%
+179.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.6% | -7.2% |
| 7D | +5.9% | +1.0% | +4.9% | +5.5% |
| 30D | +44.6% | +17.5% | +27.1% | +35.8% |
| 3M | +126.4% | +21.4% | +105.0% | +109.4% |
| 6M | -68.6% | +38.1% | -106.7% | -72.8% |
| YTD | -67.0% | +19.0% | -86.0% | -69.2% |
| 1Y | +65.2% | +20.7% | +44.5% | +52.3% |
| 3Y | +235.6% | +64.3% | +171.3% | +184.1% |
| All | +235.6% | +56.4% | +179.2% | +191.1% |
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