+722.4%
A vs VO
+822.3%
-99.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +0.2% |
| 7D | +4.8% | -0.1% | +4.9% | +4.9% |
| 30D | +5.6% | +0.5% | +5.1% | +5.1% |
| 3M | +23.6% | -1.0% | +24.6% | +24.9% |
| 6M | +56.4% | +6.4% | +49.9% | +46.3% |
| YTD | +33.4% | +13.6% | +19.8% | +16.5% |
| 1Y | +23.7% | +14.5% | +9.2% | +7.2% |
| 3Y | +71.0% | +67.2% | +3.8% | 0.0% |
| 5Y | +16.8% | +36.1% | -19.2% | -15.2% |
| 10Y | +323.8% | +199.3% | +124.5% | +28.5% |
| All | +722.4% | +822.3% | -99.9% | -37.3% |
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