+43.3%
CAPR vs VLTO
+18.3%
+25.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.6% |
| 7D | +41.1% | +5.4% | +35.7% | +40.2% |
| 30D | +11.1% | +22.3% | -11.2% | +9.1% |
| 3M | +115.3% | +19.6% | +95.7% | +112.0% |
| 6M | -73.8% | +35.2% | -109.0% | -73.8% |
| YTD | -68.8% | +17.9% | -86.7% | -65.5% |
| 1Y | +43.3% | +19.5% | +23.8% | +61.5% |
| All | +43.3% | +18.3% | +25.1% | +61.5% |
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