+74.4%
CAPR vs VLTO
+20.4%
+54.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.7% | -8.5% |
| 7D | +19.1% | +0.8% | +18.3% | +19.0% |
| 30D | +48.8% | +18.7% | +30.1% | +46.7% |
| 3M | +144.4% | +21.7% | +122.7% | +140.3% |
| 6M | -67.5% | +35.8% | -103.4% | -67.6% |
| YTD | -64.5% | +18.3% | -82.8% | -60.6% |
| 1Y | +74.4% | +20.9% | +53.6% | +91.7% |
| All | +74.4% | +20.4% | +54.0% | +91.7% |
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