-18.5%
MKTX vs VLTO
+55.4%
-73.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +0.2% | +0.8% | -0.6% | +0.1% |
| 30D | +0.9% | +18.7% | -17.8% | -2.4% |
| 3M | +2.5% | +21.7% | -19.2% | -1.3% |
| 6M | +18.6% | +35.8% | -17.3% | +10.2% |
| YTD | -7.1% | +18.3% | -25.3% | -10.8% |
| 1Y | -0.3% | +20.9% | -21.2% | -4.9% |
| 3Y | -22.3% | +68.8% | -91.1% | -34.1% |
| All | -18.5% | +55.4% | -73.9% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling