+85.6%
ES vs VO
+206.8%
-121.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -2.1% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +5.7% | +0.5% | +5.2% | +5.2% |
| 3M | -2.8% | -1.0% | -1.8% | -2.4% |
| 6M | +7.0% | +6.4% | +0.5% | +2.9% |
| YTD | +6.8% | +13.6% | -6.8% | -1.3% |
| 1Y | -0.5% | +14.5% | -14.9% | -8.5% |
| 3Y | +47.2% | +67.2% | -20.1% | +7.4% |
| 5Y | +2.3% | +36.1% | -33.8% | -16.9% |
| 10Y | +85.6% | +199.3% | -113.7% | -10.0% |
| All | +85.6% | +206.8% | -121.2% | -10.0% |
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