+190.2%
B vs VO
+194.4%
-4.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | +9.4% | -0.3% | +9.8% | +9.6% |
| 3M | +5.0% | +2.9% | +2.0% | +3.9% |
| 6M | -3.5% | +9.3% | -12.9% | -6.8% |
| YTD | +4.5% | +14.2% | -9.7% | -0.6% |
| 1Y | +67.8% | +15.3% | +52.5% | +59.2% |
| 3Y | +196.7% | +56.2% | +140.4% | +151.4% |
| 5Y | +151.9% | +42.4% | +109.5% | +116.9% |
| All | +190.2% | +194.4% | -4.2% | +93.0% |
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 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