+95.5%
AGG vs VO
+821.9%
-726.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | -0.4% | -1.1% | +0.7% | -0.4% |
| 3M | -0.3% | +4.5% | -4.8% | -0.3% |
| 6M | -1.2% | +11.1% | -12.3% | -1.2% |
| YTD | -0.4% | +13.5% | -13.9% | -0.3% |
| 1Y | +0.4% | +14.5% | -14.1% | +0.4% |
| 3Y | +13.4% | +58.1% | -44.7% | +13.6% |
| 5Y | -1.4% | +43.3% | -44.7% | -1.5% |
| 10Y | +14.8% | +193.2% | -178.4% | +16.7% |
| All | +95.5% | +821.9% | -726.4% | +101.7% |
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