+79.8%
F vs VO
+196.6%
-116.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +1.6% | -2.6% | +4.1% | +4.7% |
| 30D | +2.6% | -0.9% | +3.6% | +3.7% |
| 3M | -8.8% | -3.0% | -5.8% | -5.4% |
| 6M | +4.6% | +2.2% | +2.4% | +2.0% |
| YTD | -1.9% | +10.6% | -12.5% | -12.8% |
| 1Y | -0.8% | +12.5% | -13.3% | -13.6% |
| 3Y | +43.5% | +61.4% | -17.9% | -18.6% |
| 5Y | -12.1% | +33.4% | -45.5% | -36.3% |
| All | +79.8% | +196.6% | -116.7% | -42.3% |
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