+248.9%
A vs VO
+193.0%
+55.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.6% |
| 7D | -4.4% | -0.6% | -3.8% | -3.8% |
| 30D | -2.7% | -1.9% | -0.7% | -0.8% |
| 3M | +7.0% | +3.3% | +3.8% | +3.7% |
| 6M | +24.6% | +9.7% | +14.9% | +14.0% |
| YTD | +7.0% | +12.6% | -5.6% | -4.6% |
| 1Y | +15.6% | +13.6% | +1.9% | +2.2% |
| 3Y | +29.9% | +56.8% | -26.9% | -14.8% |
| 5Y | -15.4% | +42.3% | -57.6% | -39.2% |
| 10Y | +248.9% | +199.2% | +49.7% | +21.8% |
| All | +248.9% | +193.0% | +55.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling