+0.1%
DOW vs VO
+130.2%
-130.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +5.2% | +3.1% | +2.1% | +1.6% |
| 30D | +13.2% | +2.2% | +11.0% | +10.2% |
| 3M | +10.1% | -2.5% | +12.6% | +12.5% |
| 6M | -13.1% | +7.0% | -20.0% | -20.5% |
| YTD | +46.1% | +14.0% | +32.1% | +23.3% |
| 1Y | +50.0% | +15.6% | +34.4% | +24.8% |
| 3Y | -20.2% | +66.2% | -86.4% | -55.4% |
| 5Y | -27.7% | +36.6% | -64.3% | -49.9% |
| All | +0.1% | +130.2% | -130.1% | -60.2% |
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