+223.3%
B vs VO
+827.2%
-604.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 3M | +5.0% | +2.9% | +2.0% | +3.7% |
| 6M | -3.5% | +9.3% | -12.9% | -7.3% |
| YTD | +4.5% | +14.2% | -9.7% | -1.5% |
| 1Y | +67.8% | +15.3% | +52.5% | +57.6% |
| 3Y | +196.7% | +56.2% | +140.4% | +140.7% |
| 5Y | +151.9% | +42.4% | +109.5% | +110.5% |
| 10Y | +202.2% | +194.7% | +7.4% | +68.5% |
| All | +223.3% | +827.2% | -604.0% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling