-0.2%
CARR vs VLTO
+21.9%
-22.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.4% |
| 7D | +3.5% | +1.0% | +2.5% | +3.4% |
| 30D | +0.4% | +17.5% | -17.1% | -1.5% |
| 3M | -14.1% | +21.4% | -35.5% | -16.1% |
| 6M | -16.7% | +38.1% | -54.8% | -21.2% |
| YTD | +4.2% | +19.0% | -14.8% | +1.9% |
| 1Y | -0.2% | +20.7% | -20.8% | -3.5% |
| All | -0.2% | +21.9% | -22.1% | -3.5% |
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