+363.8%
ALL vs VO
+206.8%
+157.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -2.4% |
| 7D | -3.9% | -0.1% | -3.7% | -3.9% |
| 30D | +10.6% | +0.5% | +10.1% | +10.1% |
| 3M | -4.6% | -1.0% | -3.5% | -4.0% |
| 6M | +20.2% | +6.4% | +13.8% | +14.1% |
| YTD | +23.7% | +13.6% | +10.1% | +11.3% |
| 1Y | +27.9% | +14.5% | +13.4% | +14.2% |
| 3Y | +109.2% | +67.2% | +41.9% | +37.5% |
| 5Y | +148.0% | +36.1% | +111.9% | +90.0% |
| 10Y | +363.8% | +199.3% | +164.4% | +91.4% |
| All | +363.8% | +206.8% | +157.0% | +91.4% |
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 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