+59.5%
CAPR vs VLTO
+20.4%
+39.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.1% | -10.1% | -10.0% |
| 7D | +7.6% | +1.6% | +6.0% | +7.4% |
| 30D | +13.3% | +22.0% | -8.7% | +11.4% |
| 3M | +130.4% | +21.9% | +108.5% | +126.5% |
| 6M | -70.8% | +36.5% | -107.3% | -70.8% |
| YTD | -69.3% | +19.0% | -88.3% | -65.9% |
| 1Y | +59.5% | +21.0% | +38.6% | +74.9% |
| All | +59.5% | +20.4% | +39.2% | +74.9% |
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