+638.3%
BA vs VO
+827.2%
-188.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +1.2% | -0.3% | +1.4% | +1.4% |
| 30D | -11.6% | -0.3% | -11.3% | -11.3% |
| 3M | -2.4% | +2.9% | -5.3% | -5.1% |
| 6M | -6.6% | +9.3% | -16.0% | -14.7% |
| YTD | -2.2% | +14.2% | -16.4% | -14.8% |
| 1Y | -8.0% | +15.3% | -23.3% | -20.7% |
| 3Y | -5.0% | +56.2% | -61.2% | -40.5% |
| 5Y | -2.7% | +42.4% | -45.2% | -32.0% |
| 10Y | +75.9% | +194.7% | -118.9% | -33.2% |
| All | +638.3% | +827.2% | -188.9% | +1.0% |
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 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