+327.3%
EXC vs VO
+827.2%
-500.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.5% |
| 30D | -3.7% | -0.3% | -3.4% | -3.5% |
| 3M | -1.3% | +2.9% | -4.2% | -3.4% |
| 6M | -9.7% | +9.3% | -19.1% | -15.4% |
| YTD | +2.9% | +14.2% | -11.3% | -6.6% |
| 1Y | +4.4% | +15.3% | -10.9% | -6.0% |
| 3Y | +22.2% | +56.2% | -34.0% | -12.7% |
| 5Y | +46.7% | +42.4% | +4.3% | +9.6% |
| 10Y | +155.3% | +194.7% | -39.4% | +13.2% |
| All | +327.3% | +827.2% | -500.0% | -17.7% |
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 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