-46.9%
BB vs VO
+827.2%
-874.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | -5.6% | -0.3% | -5.4% | -5.3% |
| 30D | -11.8% | -0.3% | -11.5% | -11.4% |
| 3M | -25.5% | +2.9% | -28.5% | -27.7% |
| 6M | +121.3% | +9.3% | +111.9% | +101.1% |
| YTD | +103.2% | +14.2% | +89.0% | +75.8% |
| 1Y | +102.6% | +15.3% | +87.4% | +73.6% |
| 3Y | +37.5% | +56.2% | -18.7% | -14.3% |
| 5Y | -30.4% | +42.4% | -72.9% | -49.4% |
| 10Y | 0.0% | +194.7% | -194.7% | -65.7% |
| All | -46.9% | +827.2% | -874.1% | -94.5% |
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