+62.3%
CTVA vs VLTO
+54.8%
+7.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | +2.2% | +5.4% | -3.2% | +0.6% |
| 30D | -17.6% | +22.3% | -40.0% | -22.7% |
| 3M | +3.4% | +19.6% | -16.2% | -2.3% |
| 6M | -2.6% | +35.2% | -37.7% | -11.7% |
| YTD | +19.1% | +17.9% | +1.3% | +12.8% |
| 1Y | +26.8% | +19.5% | +7.3% | +19.3% |
| 3Y | +63.9% | +73.9% | -10.0% | +40.5% |
| All | +62.3% | +54.8% | +7.5% | +39.7% |
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