-30.6%
AR vs VO
+282.3%
-312.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -14.3% | -2.6% | -11.7% | -11.8% |
| 30D | +1.4% | -0.9% | +2.4% | +2.3% |
| 3M | +3.4% | -3.0% | +6.4% | +6.6% |
| 6M | -2.1% | +2.2% | -4.3% | -5.6% |
| YTD | +4.7% | +10.6% | -5.9% | -9.3% |
| 1Y | +10.6% | +12.5% | -1.9% | -6.2% |
| 3Y | +24.6% | +61.4% | -36.8% | -30.8% |
| 5Y | +71.9% | +33.4% | +38.5% | +20.7% |
| 10Y | +46.4% | +201.5% | -155.2% | -57.7% |
| All | -30.6% | +282.3% | -312.9% | -82.0% |
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