-19.8%
MKTX vs VLTO
+27.2%
-46.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +0.4% | -2.3% | +2.7% | +0.9% |
| 30D | +1.1% | -0.9% | +2.0% | +1.2% |
| 3M | +36.1% | +13.8% | +22.3% | +30.6% |
| 6M | -12.9% | +2.0% | -14.9% | -14.1% |
| YTD | -8.5% | -3.2% | -5.3% | -8.7% |
| 1Y | -7.5% | -9.2% | +1.6% | -6.4% |
| All | -19.8% | +27.2% | -46.9% | -26.7% |
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 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