+130.1%
FDS vs VO
+197.6%
-67.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.5% | +3.1% | -1.6% | -1.1% |
| 30D | +14.8% | +2.2% | +12.6% | +12.7% |
| 3M | +16.3% | -2.5% | +18.8% | +18.6% |
| 6M | +66.2% | +7.0% | +59.3% | +56.4% |
| YTD | +16.2% | +14.0% | +2.2% | +3.3% |
| 1Y | +21.8% | +15.6% | +6.2% | +6.8% |
| 3Y | -23.9% | +66.2% | -90.1% | -51.8% |
| 5Y | -23.1% | +36.6% | -59.7% | -42.6% |
| All | +130.1% | +197.6% | -67.5% | -20.7% |
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