+183.6%
EXC vs VO
+198.6%
-15.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -1.2% | -2.6% | +1.4% | +0.5% |
| 30D | +10.0% | -0.9% | +10.9% | +10.5% |
| 3M | +1.6% | -3.0% | +4.6% | +3.6% |
| 6M | +3.3% | +2.2% | +1.1% | +1.4% |
| YTD | +7.6% | +10.6% | -3.0% | -0.4% |
| 1Y | +3.5% | +12.5% | -9.0% | -5.5% |
| 3Y | +27.7% | +61.4% | -33.7% | -12.8% |
| 5Y | +41.1% | +33.4% | +7.7% | +10.1% |
| All | +183.6% | +198.6% | -15.1% | +11.9% |
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