+76.4%
FDS vs VO
+193.0%
-116.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.7% |
| 7D | -8.8% | -0.6% | -8.2% | -8.3% |
| 30D | -1.4% | -1.9% | +0.5% | +0.2% |
| 3M | +13.9% | +3.3% | +10.6% | +10.6% |
| 6M | +27.4% | +9.7% | +17.7% | +17.1% |
| YTD | -2.5% | +12.6% | -15.1% | -12.3% |
| 1Y | -23.8% | +13.6% | -37.4% | -32.1% |
| 3Y | -32.5% | +56.8% | -89.3% | -55.0% |
| 5Y | -23.2% | +42.3% | -65.5% | -44.9% |
| 10Y | +76.4% | +199.2% | -122.8% | -38.3% |
| All | +76.4% | +193.0% | -116.6% | -38.3% |
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