+192.7%
EXC vs VO
+197.6%
-4.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | -1.9% | +2.9% | -4.9% | -3.9% |
| 30D | +7.8% | +1.0% | +6.8% | +6.9% |
| 3M | +1.9% | -1.7% | +3.6% | +2.9% |
| 6M | +3.4% | +6.7% | -3.3% | -1.4% |
| YTD | +7.6% | +14.0% | -6.4% | -2.4% |
| 1Y | +2.1% | +13.7% | -11.6% | -7.3% |
| 3Y | +29.6% | +65.8% | -36.2% | -13.1% |
| 5Y | +39.5% | +36.6% | +2.9% | +7.3% |
| All | +192.7% | +197.6% | -4.9% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling