+256.9%
CAPR vs VLTO
+73.3%
+183.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.8% | +8.6% | +9.1% |
| 7D | +36.0% | +2.0% | +34.0% | +35.0% |
| 30D | +25.8% | +21.8% | +4.0% | +16.2% |
| 3M | +140.8% | +20.2% | +120.6% | +123.4% |
| 6M | -67.6% | +36.3% | -103.9% | -71.8% |
| YTD | -65.9% | +18.8% | -84.7% | -68.1% |
| 1Y | +66.1% | +20.4% | +45.7% | +53.3% |
| 3Y | +256.9% | +71.9% | +185.0% | +205.6% |
| All | +256.9% | +73.3% | +183.6% | +205.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling