+265.0%
C vs VO
+56.6%
+208.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | +3.6% | -0.3% | +3.9% | +4.0% |
| 30D | +0.1% | -0.3% | +0.4% | +0.5% |
| 3M | +2.4% | +2.9% | -0.5% | -1.4% |
| 6M | +24.9% | +9.3% | +15.6% | +11.2% |
| YTD | +19.8% | +14.2% | +5.6% | +1.0% |
| 1Y | +44.9% | +15.3% | +29.6% | +20.7% |
| All | +265.0% | +56.6% | +208.4% | +114.4% |
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