+90.3%
F vs VO
+799.0%
-708.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +3.0% |
| 7D | +1.4% | -3.3% | +4.7% | +5.4% |
| 30D | +2.0% | -1.8% | +3.9% | +4.2% |
| 3M | -10.4% | -3.4% | -7.0% | -6.7% |
| 6M | +9.7% | +3.0% | +6.7% | +6.2% |
| YTD | -1.2% | +10.7% | -11.9% | -12.0% |
| 1Y | 0.0% | +11.8% | -11.8% | -11.9% |
| 3Y | +41.1% | +60.4% | -19.3% | -17.8% |
| 5Y | -11.4% | +33.6% | -45.0% | -34.5% |
| 10Y | +85.0% | +202.0% | -117.0% | -45.6% |
| All | +90.3% | +799.0% | -708.7% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling