+676.3%
BDX vs VO
+827.2%
-150.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.5% | -0.3% | -2.3% | -2.4% |
| 30D | +8.3% | -0.3% | +8.6% | +8.4% |
| 3M | +24.4% | +2.9% | +21.4% | +22.5% |
| 6M | +9.2% | +9.3% | -0.2% | +4.1% |
| YTD | +22.7% | +14.2% | +8.5% | +14.5% |
| 1Y | +25.9% | +15.3% | +10.6% | +16.9% |
| 3Y | -10.5% | +56.2% | -66.7% | -29.1% |
| 5Y | +1.9% | +42.4% | -40.5% | -16.6% |
| 10Y | +58.7% | +194.7% | -136.0% | -12.4% |
| All | +676.3% | +827.2% | -150.9% | +129.5% |
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