+420.6%
D vs VO
+827.2%
-406.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.5% | -0.3% | +1.7% | +1.6% |
| 30D | -2.6% | -0.3% | -2.2% | -2.4% |
| 3M | 0.0% | +2.9% | -2.9% | -1.6% |
| 6M | +7.4% | +9.3% | -2.0% | +2.2% |
| YTD | +15.9% | +14.2% | +1.7% | +7.7% |
| 1Y | +18.1% | +15.3% | +2.9% | +9.0% |
| 3Y | +58.4% | +56.2% | +2.1% | +23.5% |
| 5Y | +5.2% | +42.4% | -37.2% | -15.2% |
| 10Y | +35.9% | +194.7% | -158.9% | -27.9% |
| All | +420.6% | +827.2% | -406.6% | +44.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling