+122.1%
F vs VO
+827.2%
-705.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 6M | +16.8% | +9.3% | +7.5% | +5.5% |
| YTD | +15.3% | +14.2% | +1.1% | -1.0% |
| 1Y | +31.0% | +15.3% | +15.8% | +11.5% |
| 3Y | +45.4% | +56.2% | -10.8% | -12.6% |
| 5Y | +54.7% | +42.4% | +12.2% | +6.5% |
| 10Y | +98.2% | +194.7% | -96.5% | -40.1% |
| All | +122.1% | +827.2% | -705.1% | -79.3% |
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 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