+119.9%
MAR vs VLTO
+54.8%
+65.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +4.3% | +5.4% | -1.1% | +2.1% |
| 30D | +16.8% | +22.3% | -5.5% | +7.4% |
| 3M | +16.0% | +19.6% | -3.6% | +7.6% |
| 6M | +16.5% | +35.2% | -18.7% | +2.0% |
| YTD | +35.0% | +17.9% | +17.2% | +25.6% |
| 1Y | +49.4% | +19.5% | +29.9% | +37.9% |
| 3Y | +124.1% | +73.9% | +50.1% | +87.7% |
| All | +119.9% | +54.8% | +65.0% | +91.7% |
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