+696.4%
ES vs VO
+797.8%
-101.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | +1.9% | -2.6% | +4.4% | +3.3% |
| 30D | +7.1% | -0.9% | +8.0% | +7.5% |
| 3M | -1.9% | -3.0% | +1.1% | -0.4% |
| 6M | +4.4% | +2.2% | +2.1% | +2.9% |
| YTD | +7.3% | +10.6% | -3.2% | +1.1% |
| 1Y | +2.1% | +12.5% | -10.4% | -4.8% |
| 3Y | +41.8% | +61.4% | -19.5% | +7.6% |
| 5Y | +1.4% | +33.4% | -32.0% | -15.7% |
| 10Y | +86.8% | +201.5% | -114.8% | -4.1% |
| All | +696.4% | +797.8% | -101.4% | +107.1% |
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 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