-1.8%
CARR vs VLTO
+18.3%
-20.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -0.7% | +13.8% | -14.5% | -2.1% |
| 30D | +0.3% | +21.2% | -20.9% | -2.0% |
| 3M | -14.9% | +21.5% | -36.4% | -16.9% |
| 6M | -14.9% | +33.0% | -47.8% | -19.0% |
| YTD | +7.0% | +17.8% | -10.8% | +4.6% |
| 1Y | -1.8% | +18.1% | -19.9% | -4.2% |
| All | -1.8% | +18.3% | -20.1% | -4.2% |
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