+202.8%
CAPR vs VLTO
+54.1%
+148.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | +29.7% | +12.0% | +17.7% | +24.0% |
| 30D | +11.0% | +20.8% | -9.9% | +2.8% |
| 3M | +118.8% | +20.1% | +98.7% | +103.1% |
| 6M | -73.9% | +32.6% | -106.5% | -77.0% |
| YTD | -70.2% | +17.3% | -87.5% | -72.1% |
| 1Y | +38.3% | +17.3% | +21.0% | +29.1% |
| 3Y | +199.7% | +66.9% | +132.7% | +152.5% |
| All | +202.8% | +54.1% | +148.7% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling