+74.3%
F vs VO
+197.4%
-123.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.0% | -0.2% | +1.1% | +1.0% |
| 30D | +2.1% | +0.5% | +1.7% | +1.4% |
| 3M | -10.3% | -1.1% | -9.2% | -9.1% |
| 6M | +3.3% | +6.4% | -3.1% | -4.1% |
| YTD | -2.0% | +13.5% | -15.5% | -15.7% |
| 1Y | -2.3% | +13.6% | -15.9% | -16.0% |
| 3Y | +49.9% | +65.2% | -15.3% | -17.4% |
| 5Y | -12.5% | +37.7% | -50.2% | -39.0% |
| 10Y | +74.3% | +198.4% | -124.1% | -47.5% |
| All | +74.3% | +197.4% | -123.1% | -47.5% |
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