+220.1%
C vs VO
+206.8%
+13.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.3% | -1.0% |
| 7D | -0.9% | -0.1% | -0.8% | -0.7% |
| 30D | -5.4% | +0.5% | -5.9% | -5.9% |
| 3M | -9.2% | -1.0% | -8.1% | -8.0% |
| 6M | -1.8% | +6.4% | -8.2% | -9.1% |
| YTD | +6.7% | +13.6% | -6.9% | -8.6% |
| 1Y | +23.5% | +14.5% | +9.0% | +4.8% |
| 3Y | +219.8% | +67.2% | +152.6% | +71.3% |
| 5Y | +112.4% | +36.1% | +76.3% | +45.9% |
| 10Y | +220.1% | +199.3% | +20.8% | -21.5% |
| All | +220.1% | +206.8% | +13.3% | -21.5% |
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 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