+54.5%
AR vs VO
+197.4%
-142.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +1.1% |
| 7D | -5.8% | -0.2% | -5.6% | -5.6% |
| 30D | +4.8% | +0.5% | +4.4% | +4.0% |
| 3M | +1.5% | -1.1% | +2.6% | +2.4% |
| 6M | +4.7% | +6.4% | -1.7% | -3.8% |
| YTD | +9.2% | +13.5% | -4.3% | -8.5% |
| 1Y | +11.2% | +13.6% | -2.4% | -7.0% |
| 3Y | +46.2% | +65.2% | -19.0% | -22.2% |
| 5Y | +98.1% | +37.7% | +60.3% | +32.7% |
| 10Y | +54.5% | +198.4% | -143.9% | -57.5% |
| All | +54.5% | +197.4% | -142.8% | -57.5% |
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