+105.5%
B vs VO
+36.2%
+69.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.3% | +3.1% | -10.4% | -9.1% |
| 30D | -3.3% | +2.2% | -5.5% | -4.7% |
| 3M | -7.8% | -2.5% | -5.3% | -6.2% |
| 6M | -15.5% | +7.0% | -22.5% | -18.6% |
| YTD | -12.3% | +14.0% | -26.3% | -18.1% |
| 1Y | +5.4% | +15.6% | -10.3% | -2.3% |
| 3Y | +165.5% | +66.2% | +99.4% | +106.1% |
| All | +105.5% | +36.2% | +69.3% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling