-68.0%
CHTR vs VLTO
+56.4%
-124.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +17.2% | +1.0% | +16.2% | +16.9% |
| 30D | +31.6% | +17.5% | +14.1% | +24.8% |
| 3M | -11.6% | +21.4% | -33.0% | -17.1% |
| 6M | -3.3% | +38.1% | -41.4% | -12.6% |
| YTD | -33.7% | +19.0% | -52.7% | -37.2% |
| 1Y | -32.4% | +20.7% | -53.1% | -36.5% |
| 3Y | -65.9% | +64.3% | -130.2% | -70.8% |
| All | -68.0% | +56.4% | -124.4% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling