+215.4%
ADSK vs VO
+200.3%
+15.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.6% |
| 7D | -2.5% | -1.5% | -1.0% | -0.6% |
| 30D | -14.9% | -3.0% | -11.8% | -11.5% |
| 3M | +3.3% | +2.8% | +0.5% | -0.5% |
| 6M | -15.7% | +10.9% | -26.6% | -26.8% |
| YTD | -28.2% | +12.5% | -40.7% | -38.8% |
| 1Y | -34.5% | +12.0% | -46.5% | -43.9% |
| 3Y | -2.9% | +56.3% | -59.2% | -46.3% |
| 5Y | -25.3% | +42.9% | -68.3% | -52.0% |
| All | +215.4% | +200.3% | +15.1% | -26.0% |
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