+81.0%
F vs VO
+206.8%
-125.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -2.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +2.9% | +0.5% | +2.4% | +2.1% |
| 3M | -9.5% | -1.0% | -8.5% | -8.4% |
| 6M | +4.0% | +6.4% | -2.4% | -3.4% |
| YTD | -1.3% | +13.6% | -14.9% | -15.2% |
| 1Y | -1.9% | +14.5% | -16.4% | -16.5% |
| 3Y | +53.5% | +67.2% | -13.7% | -16.6% |
| 5Y | -15.1% | +36.1% | -51.2% | -40.1% |
| 10Y | +81.0% | +199.3% | -118.3% | -45.7% |
| All | +81.0% | +206.8% | -125.8% | -45.7% |
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 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