+93.1%
ES vs VO
+202.1%
-109.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +0.6% |
| 7D | +0.1% | +0.2% | -0.1% | -0.1% |
| 30D | +6.7% | +2.0% | +4.7% | +5.3% |
| 3M | +0.3% | -0.3% | +0.6% | +0.3% |
| 6M | +7.4% | +7.3% | +0.1% | +2.8% |
| YTD | +8.4% | +15.0% | -6.6% | -0.6% |
| 1Y | +0.6% | +14.7% | -14.1% | -7.6% |
| 3Y | +50.6% | +67.3% | -16.7% | +9.9% |
| 5Y | +4.8% | +38.8% | -34.0% | -15.9% |
| 10Y | +93.1% | +201.6% | -108.5% | -5.6% |
| All | +93.1% | +202.1% | -109.0% | -5.6% |
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