-14.9%
A vs VO
+43.2%
-58.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.1% |
| 7D | -2.1% | +0.6% | -2.7% | -2.7% |
| 30D | +0.6% | -1.1% | +1.7% | +1.7% |
| 3M | +10.9% | +4.5% | +6.3% | +5.7% |
| 6M | +28.2% | +11.1% | +17.1% | +14.7% |
| YTD | +8.6% | +13.5% | -5.0% | -5.1% |
| 1Y | +15.5% | +14.5% | +1.0% | +0.1% |
| 3Y | +31.8% | +58.1% | -26.3% | -17.6% |
| 5Y | -14.9% | +43.3% | -58.1% | -42.1% |
| All | -14.9% | +43.2% | -58.1% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling