+821.6%
BDX vs VO
+825.6%
-4.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +3.1% | -0.2% | +1.3% |
| 30D | +15.4% | +2.2% | +13.2% | +14.1% |
| 3M | +20.5% | -2.5% | +23.0% | +22.0% |
| 6M | +53.2% | +7.0% | +46.2% | +47.7% |
| YTD | +45.7% | +14.0% | +31.7% | +35.9% |
| 1Y | +47.3% | +15.6% | +31.6% | +36.4% |
| 3Y | +25.1% | +66.2% | -41.1% | -4.1% |
| 5Y | +27.4% | +36.6% | -9.2% | +6.5% |
| 10Y | +95.4% | +199.0% | -103.6% | +7.0% |
| All | +821.6% | +825.6% | -4.0% | +172.5% |
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