+134.9%
AS vs VO
+44.1%
+90.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | +6.9% | -2.6% | +9.5% | +11.2% |
| 30D | +16.0% | -0.9% | +16.9% | +17.6% |
| 3M | -12.8% | -3.0% | -9.8% | -8.8% |
| 6M | -15.4% | +2.2% | -17.6% | -18.7% |
| YTD | -15.7% | +10.6% | -26.3% | -28.1% |
| 1Y | +6.1% | +12.5% | -6.4% | -12.1% |
| All | +134.9% | +44.1% | +90.8% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling