+587.6%
A vs VO
+827.2%
-239.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | -1.9% | -0.3% | -1.7% | -1.7% |
| 30D | +6.9% | -0.3% | +7.2% | +7.3% |
| 3M | +9.2% | +2.9% | +6.3% | +5.9% |
| 6M | +25.7% | +9.3% | +16.3% | +14.4% |
| YTD | +11.5% | +14.2% | -2.7% | -3.1% |
| 1Y | +18.4% | +15.3% | +3.1% | +1.9% |
| 3Y | +26.6% | +56.2% | -29.6% | -20.4% |
| 5Y | -12.8% | +42.4% | -55.3% | -39.7% |
| 10Y | +247.2% | +194.7% | +52.4% | +7.3% |
| All | +587.6% | +827.2% | -239.6% | -47.8% |
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 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