+442.5%
D vs VO
+797.8%
-355.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +3.0% | -2.6% | +5.5% | +4.4% |
| 30D | +11.5% | -0.9% | +12.4% | +12.0% |
| 3M | +3.7% | -3.0% | +6.7% | +5.3% |
| 6M | +13.5% | +2.2% | +11.3% | +12.0% |
| YTD | +20.7% | +10.6% | +10.2% | +14.0% |
| 1Y | +18.2% | +12.5% | +5.7% | +10.5% |
| 3Y | +73.3% | +61.4% | +11.9% | +32.6% |
| 5Y | +12.3% | +33.4% | -21.2% | -6.3% |
| 10Y | +43.4% | +201.5% | -158.2% | -24.9% |
| All | +442.5% | +797.8% | -355.3% | +53.1% |
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 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