+871.1%
ALL vs VO
+797.8%
+73.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.3% | -4.3% |
| 7D | -1.9% | -2.6% | +0.6% | +0.3% |
| 30D | +13.8% | -0.9% | +14.7% | +14.7% |
| 3M | -7.0% | -3.0% | -4.0% | -4.6% |
| 6M | +18.0% | +2.2% | +15.8% | +14.8% |
| YTD | +24.2% | +10.6% | +13.6% | +11.6% |
| 1Y | +31.2% | +12.5% | +18.7% | +15.9% |
| 3Y | +107.5% | +61.4% | +46.1% | +28.4% |
| 5Y | +144.8% | +33.4% | +111.4% | +76.7% |
| 10Y | +375.8% | +201.5% | +174.2% | +47.7% |
| All | +871.1% | +797.8% | +73.3% | -6.2% |
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