+166.1%
B vs VO
+60.2%
+105.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.7% |
| 7D | +9.6% | -2.6% | +12.1% | +12.2% |
| 30D | +3.5% | -0.9% | +4.5% | +4.5% |
| 3M | -1.6% | -3.0% | +1.4% | +1.4% |
| 6M | -1.7% | +2.2% | -3.9% | -3.0% |
| YTD | -5.3% | +10.6% | -15.9% | -11.8% |
| 1Y | +27.2% | +12.5% | +14.7% | +17.2% |
| 3Y | +166.1% | +61.4% | +104.7% | +74.1% |
| All | +166.1% | +60.2% | +105.9% | +74.1% |
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