+59.6%
DD vs VO
+42.2%
+17.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.7% |
| 7D | -3.8% | -0.6% | -3.2% | -3.1% |
| 30D | -9.2% | -1.9% | -7.3% | -7.2% |
| 3M | -9.0% | +3.3% | -12.3% | -12.2% |
| 6M | -5.0% | +9.7% | -14.6% | -14.1% |
| YTD | +7.4% | +12.6% | -5.2% | -5.5% |
| 1Y | +35.1% | +13.6% | +21.5% | +17.8% |
| 3Y | +43.2% | +56.8% | -13.6% | -9.8% |
| 5Y | +59.6% | +42.3% | +17.4% | +9.9% |
| All | +59.6% | +42.2% | +17.4% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling