+45.7%
CVS vs VLTO
+56.3%
-10.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -2.6% | +1.6% | -4.3% | -2.8% |
| 30D | +4.0% | +22.0% | -17.9% | +1.2% |
| 3M | -6.3% | +21.9% | -28.2% | -8.9% |
| 6M | -0.4% | +36.5% | -36.9% | -4.9% |
| YTD | +15.6% | +19.0% | -3.4% | +12.7% |
| 1Y | +18.3% | +21.0% | -2.7% | +14.9% |
| 3Y | +47.3% | +69.9% | -22.6% | +38.9% |
| All | +45.7% | +56.3% | -10.6% | +37.6% |
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