+7.3%
CARR vs VLTO
+72.9%
-65.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -4.3% | +1.6% | -5.9% | -4.9% |
| 30D | -4.2% | +22.0% | -26.1% | -12.2% |
| 3M | -16.1% | +21.9% | -38.0% | -23.1% |
| 6M | -20.1% | +36.5% | -56.6% | -31.2% |
| YTD | +1.9% | +19.0% | -17.1% | -6.2% |
| 1Y | -6.1% | +21.0% | -27.1% | -14.5% |
| 3Y | +7.3% | +69.9% | -62.6% | -6.9% |
| All | +7.3% | +72.9% | -65.7% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling