-69.1%
CHTR vs VLTO
+25.1%
-94.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.8% | -7.3% | -7.9% |
| 7D | -15.8% | -2.6% | -13.2% | -15.0% |
| 30D | -12.7% | -2.5% | -10.2% | -11.9% |
| 3M | -1.1% | +10.1% | -11.2% | -3.7% |
| 6M | -39.9% | +1.0% | -40.9% | -39.9% |
| YTD | -35.9% | -4.8% | -31.1% | -34.6% |
| 1Y | -49.2% | -9.3% | -39.8% | -47.2% |
| All | -69.1% | +25.1% | -94.2% | -70.9% |
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 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