+700.8%
ES vs VO
+827.2%
-126.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -2.0% | -0.3% | -1.6% | -1.8% |
| 3M | +1.7% | +2.9% | -1.3% | -0.1% |
| 6M | -3.5% | +9.3% | -12.9% | -8.4% |
| YTD | +7.9% | +14.2% | -6.3% | 0.0% |
| 1Y | +17.2% | +15.3% | +1.9% | +7.9% |
| 3Y | +29.3% | +56.2% | -26.9% | +0.1% |
| 5Y | -5.7% | +42.4% | -48.2% | -24.5% |
| 10Y | +85.2% | +194.7% | -109.5% | -3.7% |
| All | +700.8% | +827.2% | -126.4% | +104.8% |
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