+8.0%
CARR vs VLTO
+23.4%
-15.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -1.7% |
| 7D | -4.1% | -4.5% | +0.4% | -2.2% |
| 30D | -11.0% | -4.6% | -6.4% | -9.2% |
| 3M | -16.4% | +13.3% | -29.6% | -21.9% |
| 6M | -2.4% | +2.1% | -4.5% | -4.2% |
| YTD | +8.4% | -6.1% | +14.5% | +10.6% |
| 1Y | -8.0% | -11.4% | +3.4% | -3.2% |
| All | +8.0% | +23.4% | -15.4% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling