+200.5%
B vs VO
+206.8%
-6.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.0% |
| 7D | +11.3% | -0.1% | +11.5% | +11.4% |
| 30D | +2.9% | +0.5% | +2.4% | +2.8% |
| 3M | -2.9% | -1.0% | -1.8% | -2.3% |
| 6M | -1.2% | +6.4% | -7.6% | -3.4% |
| YTD | -1.3% | +13.6% | -14.9% | -5.7% |
| 1Y | +30.4% | +14.5% | +15.9% | +24.3% |
| 3Y | +195.3% | +67.2% | +128.1% | +146.0% |
| 5Y | +146.2% | +36.1% | +110.1% | +115.7% |
| 10Y | +200.5% | +199.3% | +1.2% | +115.4% |
| All | +200.5% | +206.8% | -6.3% | +115.4% |
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