+668.0%
BE vs VO
+131.0%
+537.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +10.8% | +3.1% | +7.7% | +4.9% |
| 30D | -19.8% | +2.2% | -22.0% | -21.8% |
| 3M | -18.7% | -2.5% | -16.2% | -12.3% |
| 6M | -33.7% | +7.0% | -40.7% | -39.1% |
| YTD | +121.0% | +14.0% | +107.0% | +82.5% |
| 1Y | +85.4% | +15.6% | +69.8% | +50.2% |
| 3Y | +1,709.5% | +66.2% | +1,643.3% | +689.0% |
| 5Y | +462.2% | +36.6% | +425.6% | +290.8% |
| All | +668.0% | +131.0% | +537.0% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling