-19.8%
MKTX vs VLTO
+25.1%
-44.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.3% | -2.6% | +2.8% | +0.8% |
| 30D | +1.0% | -2.5% | +3.4% | +1.4% |
| 3M | +40.8% | +10.1% | +30.7% | +36.2% |
| 6M | -10.9% | +1.0% | -11.9% | -12.0% |
| YTD | -8.6% | -4.8% | -3.8% | -8.5% |
| 1Y | -11.6% | -9.3% | -2.2% | -10.5% |
| All | -19.8% | +25.1% | -44.9% | -26.6% |
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 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