-39.7%
BB vs VO
+797.8%
-837.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.6% | +4.6% |
| 7D | +3.8% | -2.6% | +6.4% | +7.0% |
| 30D | -0.3% | -0.9% | +0.6% | +1.2% |
| 3M | -0.5% | -3.0% | +2.6% | +3.7% |
| 6M | +45.9% | +2.2% | +43.7% | +43.8% |
| YTD | +130.6% | +10.6% | +120.0% | +108.0% |
| 1Y | +89.2% | +12.5% | +76.7% | +67.0% |
| 3Y | +137.5% | +61.4% | +76.1% | +43.2% |
| 5Y | -20.9% | +33.4% | -54.3% | -38.1% |
| 10Y | +25.4% | +201.5% | -176.2% | -57.8% |
| All | -39.7% | +797.8% | -837.5% | -93.4% |
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