+24.2%
FDS vs VO
+13.5%
+10.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.7% |
| 7D | -2.6% | +2.9% | -5.5% | -3.3% |
| 30D | +14.1% | +1.0% | +13.1% | +13.7% |
| 3M | +19.8% | -1.7% | +21.5% | +20.0% |
| 6M | +55.0% | +6.7% | +48.3% | +52.6% |
| YTD | +15.9% | +14.0% | +1.9% | +11.2% |
| 1Y | +24.2% | +13.7% | +10.5% | +19.3% |
| All | +24.2% | +13.5% | +10.7% | +19.3% |
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 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