-23.9%
FDS vs VO
+66.5%
-90.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.5% | +3.1% | -1.6% | -0.4% |
| 30D | +14.8% | +2.2% | +12.6% | +13.3% |
| 3M | +16.3% | -2.5% | +18.8% | +18.0% |
| 6M | +66.2% | +7.0% | +59.3% | +59.0% |
| YTD | +16.2% | +14.0% | +2.2% | +6.2% |
| 1Y | +21.8% | +15.6% | +6.2% | +10.1% |
| 3Y | -23.9% | +66.2% | -90.1% | -45.0% |
| All | -23.9% | +66.5% | -90.4% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling