+41.8%
AR vs VO
+192.5%
-150.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.2% |
| 7D | -1.8% | +0.6% | -2.5% | -2.6% |
| 30D | +12.6% | -1.1% | +13.7% | +13.9% |
| 3M | +10.0% | +4.5% | +5.5% | +3.7% |
| 6M | +0.6% | +11.1% | -10.4% | -12.7% |
| YTD | +13.4% | +13.5% | -0.1% | -4.7% |
| 1Y | +21.7% | +14.5% | +7.2% | +1.3% |
| 3Y | +45.8% | +58.1% | -12.3% | -17.8% |
| 5Y | +144.3% | +43.3% | +101.0% | +56.5% |
| 10Y | +41.8% | +193.2% | -151.4% | -59.7% |
| All | +41.8% | +192.5% | -150.7% | -59.7% |
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 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