+142.2%
AS vs VO
+48.0%
+94.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | -1.1% |
| 7D | +5.8% | -0.1% | +6.0% | +6.0% |
| 30D | +15.4% | +0.5% | +14.8% | +14.4% |
| 3M | -11.9% | -1.0% | -10.9% | -10.6% |
| 6M | -9.9% | +6.4% | -16.3% | -18.7% |
| YTD | -13.1% | +13.6% | -26.7% | -28.9% |
| 1Y | +9.9% | +14.5% | -4.6% | -11.2% |
| All | +142.2% | +48.0% | +94.2% | +34.7% |
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