-1.4%
DOW vs VO
+132.2%
-133.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +2.0% |
| 7D | -0.5% | +0.2% | -0.7% | -0.9% |
| 30D | +15.7% | +2.0% | +13.7% | +12.8% |
| 3M | +5.3% | -0.3% | +5.6% | +5.0% |
| 6M | -14.2% | +7.3% | -21.5% | -21.8% |
| YTD | +43.9% | +15.0% | +28.9% | +20.3% |
| 1Y | +53.1% | +14.7% | +38.4% | +28.5% |
| 3Y | -21.8% | +67.3% | -89.1% | -56.6% |
| 5Y | -28.3% | +38.8% | -67.1% | -51.3% |
| All | -1.4% | +132.2% | -133.6% | -61.2% |
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