-59.5%
C vs VO
+799.0%
-858.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.5% | -1.5% | +0.1% |
| 7D | -5.3% | -3.3% | -2.0% | -0.3% |
| 30D | -7.3% | -1.8% | -5.5% | -4.7% |
| 3M | -13.5% | -3.4% | -10.1% | -9.0% |
| 6M | -6.5% | +3.0% | -9.5% | -10.4% |
| YTD | +3.6% | +10.7% | -7.1% | -10.6% |
| 1Y | +18.9% | +11.8% | +7.1% | +1.2% |
| 3Y | +205.0% | +60.4% | +144.6% | +52.6% |
| 5Y | +109.4% | +33.6% | +75.8% | +32.5% |
| 10Y | +232.9% | +202.0% | +31.0% | -40.1% |
| All | -59.5% | +799.0% | -858.6% | -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