+151.5%
EXC vs VO
+192.5%
-41.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | +1.2% | +0.6% | +0.6% | +0.8% |
| 30D | -2.7% | -1.1% | -1.7% | -2.0% |
| 3M | -1.0% | +4.5% | -5.5% | -4.0% |
| 6M | -9.3% | +11.1% | -20.3% | -15.9% |
| YTD | +3.6% | +13.5% | -9.9% | -5.7% |
| 1Y | +5.9% | +14.5% | -8.6% | -4.4% |
| 3Y | +21.3% | +58.1% | -36.8% | -15.7% |
| 5Y | +46.2% | +43.3% | +2.9% | +7.6% |
| 10Y | +151.5% | +193.2% | -41.7% | -2.9% |
| All | +151.5% | +192.5% | -41.0% | -2.9% |
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