+216.9%
CAPR vs VLTO
+54.8%
+162.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.5% |
| 7D | +41.1% | +5.4% | +35.7% | +38.3% |
| 30D | +11.1% | +22.3% | -11.2% | +2.5% |
| 3M | +115.3% | +19.6% | +95.7% | +100.2% |
| 6M | -73.8% | +35.2% | -109.0% | -77.1% |
| YTD | -68.8% | +17.9% | -86.7% | -70.8% |
| 1Y | +43.3% | +19.5% | +23.8% | +32.5% |
| 3Y | +214.7% | +73.9% | +140.8% | +161.4% |
| All | +216.9% | +54.8% | +162.1% | +175.8% |
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