-5.7%
BR vs VO
+56.0%
-61.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | -5.0% | -0.6% | -4.4% | -4.6% |
| 30D | -2.5% | -1.9% | -0.5% | -1.2% |
| 3M | +13.5% | +3.3% | +10.2% | +11.1% |
| 6M | -9.4% | +9.7% | -19.1% | -15.0% |
| YTD | -23.3% | +12.6% | -35.9% | -29.7% |
| 1Y | -31.6% | +13.6% | -45.3% | -37.8% |
| All | -5.7% | +56.0% | -61.8% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling