+609.3%
ED vs VO
+822.3%
-213.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.9% | -1.2% |
| 7D | -0.1% | -0.1% | +0.1% | -0.1% |
| 30D | +11.6% | +0.5% | +11.1% | +11.3% |
| 3M | +10.5% | -1.0% | +11.6% | +10.9% |
| 6M | +13.2% | +6.4% | +6.8% | +10.2% |
| YTD | +22.1% | +13.6% | +8.5% | +15.6% |
| 1Y | +24.2% | +14.5% | +9.7% | +17.0% |
| 3Y | +46.9% | +67.2% | -20.3% | +17.4% |
| 5Y | +80.8% | +36.1% | +44.7% | +55.2% |
| 10Y | +134.3% | +199.3% | -65.1% | +40.8% |
| All | +609.3% | +822.3% | -213.0% | +141.3% |
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