+542.8%
ED vs VO
+827.2%
-284.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -0.1% | -0.3% | +0.2% | 0.0% |
| 3M | +3.9% | +2.9% | +1.0% | +2.6% |
| 6M | -3.0% | +9.3% | -12.4% | -6.6% |
| YTD | +10.7% | +14.2% | -3.5% | +4.6% |
| 1Y | +13.3% | +15.3% | -1.9% | +6.6% |
| 3Y | +34.5% | +56.2% | -21.8% | +10.6% |
| 5Y | +67.1% | +42.4% | +24.7% | +40.8% |
| 10Y | +103.0% | +194.7% | -91.7% | +22.9% |
| All | +542.8% | +827.2% | -284.4% | +118.4% |
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