+125.3%
AS vs VO
+48.5%
+76.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -1.5% |
| 7D | -3.6% | +2.9% | -6.6% | -7.9% |
| 30D | +3.4% | +1.0% | +2.4% | +1.7% |
| 3M | -8.6% | -1.7% | -6.9% | -6.2% |
| 6M | -10.0% | +6.7% | -16.7% | -19.2% |
| YTD | -19.2% | +14.0% | -33.2% | -34.2% |
| 1Y | -3.8% | +13.7% | -17.5% | -21.5% |
| All | +125.3% | +48.5% | +76.8% | +24.6% |
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