+180.5%
CFG vs VLTO
+54.8%
+125.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -0.9% | +5.4% | -6.3% | -3.1% |
| 30D | +1.1% | +22.3% | -21.2% | -7.9% |
| 3M | -12.0% | +19.6% | -31.6% | -19.1% |
| 6M | -2.2% | +35.2% | -37.4% | -15.7% |
| YTD | +11.4% | +17.9% | -6.4% | +2.8% |
| 1Y | +27.8% | +19.5% | +8.3% | +16.8% |
| 3Y | +173.3% | +73.9% | +99.4% | +103.0% |
| All | +180.5% | +54.8% | +125.6% | +121.6% |
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