-10.9%
DOW vs VO
+127.4%
-138.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.3% |
| 7D | -6.0% | -0.6% | -5.4% | -5.4% |
| 30D | -2.7% | -1.9% | -0.8% | -0.8% |
| 3M | -10.5% | +3.3% | -13.7% | -14.3% |
| 6M | -12.4% | +9.7% | -22.1% | -22.6% |
| YTD | +30.0% | +12.6% | +17.4% | +11.8% |
| 1Y | +27.8% | +13.6% | +14.2% | +9.3% |
| 3Y | -34.9% | +56.8% | -91.7% | -61.0% |
| 5Y | -35.9% | +42.3% | -78.2% | -57.8% |
| All | -10.9% | +127.4% | -138.4% | -63.9% |
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 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