+55.4%
ES vs VO
+66.5%
-11.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.7% | +3.1% | -0.4% | +1.1% |
| 30D | +7.6% | +2.2% | +5.4% | +6.2% |
| 3M | +0.5% | -2.5% | +3.0% | +1.7% |
| 6M | +7.6% | +7.0% | +0.6% | +3.4% |
| YTD | +10.2% | +14.0% | -3.8% | +2.0% |
| 1Y | +1.8% | +15.6% | -13.8% | -6.7% |
| 3Y | +55.4% | +66.2% | -10.8% | -4.1% |
| All | +55.4% | +66.5% | -11.2% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling