-21.1%
FDS vs VO
+14.5%
-35.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.1% |
| 7D | -5.4% | +0.6% | -6.0% | -5.5% |
| 30D | +1.6% | -1.1% | +2.6% | +1.9% |
| 3M | +17.7% | +4.5% | +13.2% | +16.2% |
| 6M | +29.1% | +11.1% | +18.0% | +22.3% |
| YTD | +1.0% | +13.5% | -12.6% | -5.3% |
| All | -21.1% | +14.5% | -35.6% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling