-35.9%
DOW vs VO
+43.2%
-79.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.0% |
| 7D | -2.9% | +0.6% | -3.5% | -3.5% |
| 30D | +2.0% | -1.1% | +3.0% | +2.9% |
| 3M | -12.5% | +4.5% | -17.1% | -16.6% |
| 6M | -9.2% | +11.1% | -20.3% | -19.0% |
| YTD | +30.8% | +13.5% | +17.2% | +14.3% |
| 1Y | +29.4% | +14.5% | +14.9% | +12.8% |
| 3Y | -34.6% | +58.1% | -92.7% | -56.6% |
| 5Y | -35.9% | +43.3% | -79.2% | -55.5% |
| All | -35.9% | +43.2% | -79.1% | -55.5% |
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