+697.7%
A vs VO
+797.8%
-100.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.9% |
| 7D | -0.1% | -2.6% | +2.5% | +2.7% |
| 30D | +3.4% | -0.9% | +4.3% | +4.4% |
| 3M | +23.8% | -3.0% | +26.8% | +27.8% |
| 6M | +49.0% | +2.2% | +46.8% | +45.5% |
| YTD | +29.4% | +10.6% | +18.8% | +16.3% |
| 1Y | +19.4% | +12.5% | +6.9% | +5.4% |
| 3Y | +66.2% | +61.4% | +4.8% | +0.9% |
| 5Y | +15.8% | +33.4% | -17.6% | -14.2% |
| 10Y | +326.1% | +201.5% | +124.5% | +28.0% |
| All | +697.7% | +797.8% | -100.1% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling