+64.5%
BB vs VO
+58.9%
+5.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.3% |
| 7D | -5.6% | -0.3% | -5.4% | -5.2% |
| 30D | -11.8% | -0.3% | -11.5% | -11.2% |
| 3M | -25.5% | +2.9% | -28.5% | -28.6% |
| 6M | +121.3% | +9.3% | +111.9% | +94.1% |
| YTD | +103.2% | +14.2% | +89.0% | +66.5% |
| 1Y | +102.6% | +15.3% | +87.4% | +63.6% |
| All | +64.5% | +58.9% | +5.6% | -23.8% |
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