-21.3%
COO vs VO
+58.9%
-80.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | -2.2% | -0.3% | -2.0% | -2.0% |
| 30D | -7.0% | -0.3% | -6.7% | -6.7% |
| 3M | +12.2% | +2.9% | +9.3% | +9.0% |
| 6M | -15.1% | +9.3% | -24.5% | -22.2% |
| YTD | -15.1% | +14.2% | -29.3% | -25.3% |
| 1Y | +2.3% | +15.3% | -12.9% | -10.7% |
| All | -21.3% | +58.9% | -80.2% | -51.1% |
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