-15.8%
F vs VO
+32.6%
-48.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.5% |
| 7D | +1.6% | -2.6% | +4.1% | +4.9% |
| 30D | +2.6% | -0.9% | +3.6% | +3.8% |
| 3M | -8.8% | -3.0% | -5.8% | -5.1% |
| 6M | +4.6% | +2.2% | +2.4% | +1.7% |
| YTD | -1.9% | +10.6% | -12.5% | -13.9% |
| 1Y | -0.8% | +12.5% | -13.3% | -14.9% |
| 3Y | +43.5% | +61.4% | -17.9% | -24.5% |
| All | -15.8% | +32.6% | -48.4% | -43.9% |
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