+48.3%
CVS vs VLTO
+69.5%
-21.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +10.4% | +0.8% | +9.6% | +10.3% |
| 30D | +3.3% | +18.7% | -15.4% | +0.6% |
| 3M | -4.5% | +21.7% | -26.2% | -7.4% |
| 6M | -4.4% | +35.8% | -40.2% | -9.0% |
| YTD | +16.6% | +18.3% | -1.6% | +13.6% |
| 1Y | +15.3% | +20.9% | -5.6% | +11.7% |
| All | +48.3% | +69.5% | -21.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling