-10.8%
DOW vs VO
+130.6%
-141.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.8% |
| 7D | -2.4% | -0.3% | -2.1% | -2.1% |
| 30D | +0.4% | -0.3% | +0.7% | +0.6% |
| 3M | -14.4% | +2.9% | -17.3% | -17.7% |
| 6M | -7.0% | +9.3% | -16.3% | -17.4% |
| YTD | +30.2% | +14.2% | +16.0% | +10.2% |
| 1Y | +29.2% | +15.3% | +14.0% | +8.8% |
| 3Y | -36.7% | +56.2% | -93.0% | -61.9% |
| 5Y | -37.7% | +42.4% | -80.1% | -58.9% |
| All | -10.8% | +130.6% | -141.4% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling