+53.9%
F vs VO
+42.6%
+11.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.7% |
| 7D | +5.3% | -0.3% | +5.6% | +5.7% |
| 30D | +4.6% | -0.3% | +4.9% | +5.1% |
| 3M | -3.7% | +2.9% | -6.6% | -7.3% |
| 6M | +16.8% | +9.3% | +7.5% | +4.0% |
| YTD | +15.3% | +14.2% | +1.1% | -3.1% |
| 1Y | +31.0% | +15.3% | +15.8% | +8.9% |
| 3Y | +45.4% | +56.2% | -10.8% | -20.1% |
| All | +53.9% | +42.6% | +11.3% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling