-24.2%
AR vs VO
+294.8%
-319.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | +2.5% | -0.3% | +2.8% | +2.7% |
| 30D | +14.8% | -0.3% | +15.1% | +15.1% |
| 3M | +6.2% | +2.9% | +3.3% | +2.1% |
| 6M | +4.3% | +9.3% | -5.1% | -7.6% |
| YTD | +14.4% | +14.2% | +0.2% | -4.2% |
| 1Y | +21.3% | +15.3% | +6.1% | +0.6% |
| 3Y | +39.8% | +56.2% | -16.4% | -18.9% |
| 5Y | +142.1% | +42.4% | +99.6% | +58.0% |
| 10Y | +52.0% | +194.7% | -142.7% | -55.0% |
| All | -24.2% | +294.8% | -319.0% | -81.0% |
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