-69.4%
CHTR vs VLTO
+55.4%
-124.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.3% |
| 7D | +5.4% | +0.8% | +4.6% | +5.1% |
| 30D | +24.0% | +18.7% | +5.4% | +17.2% |
| 3M | -11.7% | +21.7% | -33.4% | -17.2% |
| 6M | -10.3% | +35.8% | -46.2% | -18.6% |
| YTD | -36.5% | +18.3% | -54.7% | -39.7% |
| 1Y | -37.7% | +20.9% | -58.6% | -41.5% |
| 3Y | -67.6% | +68.8% | -136.5% | -72.5% |
| All | -69.4% | +55.4% | -124.7% | -73.1% |
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