+99.9%
DD vs VO
+202.1%
-102.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -2.3% |
| 7D | +3.2% | +0.2% | +3.0% | +3.0% |
| 30D | +20.3% | +2.0% | +18.3% | +17.6% |
| 3M | +8.2% | -0.3% | +8.5% | +8.5% |
| 6M | +3.4% | +7.3% | -3.9% | -4.5% |
| YTD | +30.6% | +15.0% | +15.7% | +11.9% |
| 1Y | +30.6% | +14.7% | +16.0% | +12.3% |
| 3Y | +91.1% | +67.3% | +23.8% | +9.0% |
| 5Y | +68.6% | +38.8% | +29.8% | +18.3% |
| 10Y | +99.9% | +201.6% | -101.7% | -35.4% |
| All | +99.9% | +202.1% | -102.2% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling