-59.3%
C vs VO
+797.8%
-857.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | -2.4% | -2.6% | +0.2% | +1.5% |
| 30D | -6.0% | -0.9% | -5.0% | -4.6% |
| 3M | -10.5% | -3.0% | -7.5% | -6.4% |
| 6M | -5.7% | +2.2% | -7.9% | -8.6% |
| YTD | +4.1% | +10.6% | -6.4% | -9.9% |
| 1Y | +20.5% | +12.5% | +8.0% | +1.6% |
| 3Y | +208.1% | +61.4% | +146.7% | +52.7% |
| 5Y | +110.4% | +33.4% | +77.0% | +33.4% |
| 10Y | +234.6% | +201.5% | +33.1% | -39.7% |
| All | -59.3% | +797.8% | -857.1% | -98.0% |
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