+65.2%
CTVA vs VLTO
+56.1%
+9.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.5% |
| 7D | +1.6% | +2.0% | -0.4% | +1.0% |
| 30D | -8.5% | +21.8% | -30.3% | -14.0% |
| 3M | +5.3% | +20.2% | -14.9% | -0.7% |
| 6M | -0.1% | +36.3% | -36.4% | -9.6% |
| YTD | +21.2% | +18.8% | +2.4% | +14.5% |
| 1Y | +27.0% | +20.4% | +6.6% | +19.2% |
| 3Y | +87.2% | +71.9% | +15.3% | +60.6% |
| All | +65.2% | +56.1% | +9.1% | +41.8% |
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