-29.4%
EW vs VO
+43.2%
-72.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -3.1% |
| 7D | -4.4% | +0.6% | -5.1% | -4.9% |
| 30D | -3.3% | -1.1% | -2.3% | -2.5% |
| 3M | +1.0% | +4.5% | -3.5% | -2.7% |
| 6M | +6.2% | +11.1% | -4.8% | -2.8% |
| YTD | +1.7% | +13.5% | -11.8% | -8.7% |
| 1Y | +8.1% | +14.5% | -6.4% | -3.8% |
| 3Y | +17.1% | +58.1% | -41.0% | -23.3% |
| 5Y | -29.4% | +43.3% | -72.6% | -47.7% |
| All | -29.4% | +43.2% | -72.6% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling