+356.1%
ALL vs VO
+192.5%
+163.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.9% |
| 7D | -1.7% | +0.6% | -2.3% | -2.1% |
| 30D | -4.7% | -1.1% | -3.6% | -4.0% |
| 3M | +18.4% | +4.5% | +13.8% | +14.2% |
| 6M | +20.5% | +11.1% | +9.4% | +10.8% |
| YTD | +23.5% | +13.5% | +10.0% | +11.4% |
| 1Y | +29.0% | +14.5% | +14.5% | +15.4% |
| 3Y | +153.7% | +58.1% | +95.6% | +74.8% |
| 5Y | +114.8% | +43.3% | +71.5% | +57.6% |
| 10Y | +356.1% | +193.2% | +162.9% | +91.5% |
| All | +356.1% | +192.5% | +163.7% | +91.5% |
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