+3,419.0%
EW vs VO
+797.8%
+2,621.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +11.0% | -2.6% | +13.6% | +12.9% |
| 30D | +19.1% | -0.9% | +20.0% | +19.8% |
| 3M | +14.4% | -3.0% | +17.4% | +16.6% |
| 6M | +22.8% | +2.2% | +20.6% | +20.7% |
| YTD | +19.8% | +10.6% | +9.2% | +11.5% |
| 1Y | +23.9% | +12.5% | +11.4% | +13.9% |
| 3Y | +52.2% | +61.4% | -9.2% | +8.3% |
| 5Y | -13.9% | +33.4% | -47.3% | -30.0% |
| 10Y | +241.9% | +201.5% | +40.3% | +68.1% |
| All | +3,419.0% | +797.8% | +2,621.2% | +792.4% |
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