-24.2%
COO vs VO
+66.5%
-90.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.5% | +3.1% | -2.6% | -2.4% |
| 30D | +14.2% | +2.2% | +12.0% | +11.8% |
| 3M | -18.2% | -2.5% | -15.7% | -16.3% |
| 6M | +5.3% | +7.0% | -1.6% | -1.4% |
| YTD | -23.6% | +14.0% | -37.6% | -32.7% |
| 1Y | -12.7% | +15.6% | -28.3% | -24.2% |
| 3Y | -24.2% | +66.2% | -90.4% | -56.2% |
| All | -24.2% | +66.5% | -90.7% | -56.2% |
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