+110.7%
ED vs VO
+193.0%
-82.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -0.2% | -0.6% | +0.4% | +0.1% |
| 30D | +1.9% | -1.9% | +3.9% | +2.7% |
| 3M | +1.9% | +3.3% | -1.4% | +0.5% |
| 6M | -2.3% | +9.7% | -11.9% | -5.8% |
| YTD | +10.9% | +12.6% | -1.7% | +5.6% |
| 1Y | +14.5% | +13.6% | +0.9% | +8.5% |
| 3Y | +33.4% | +56.8% | -23.4% | +9.1% |
| 5Y | +67.3% | +42.3% | +25.0% | +40.7% |
| 10Y | +110.7% | +199.2% | -88.5% | +19.1% |
| All | +110.7% | +193.0% | -82.3% | +19.1% |
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