-23.8%
FDS vs VO
+60.2%
-84.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -0.5% | -2.6% | +2.0% | +1.0% |
| 30D | +20.2% | -0.9% | +21.2% | +20.8% |
| 3M | +19.9% | -3.0% | +22.9% | +22.0% |
| 6M | +56.2% | +2.2% | +54.0% | +53.6% |
| YTD | +14.6% | +10.6% | +4.0% | +6.6% |
| 1Y | +31.6% | +12.5% | +19.1% | +20.9% |
| 3Y | -23.8% | +61.4% | -85.2% | -43.3% |
| All | -23.8% | +60.2% | -84.0% | -43.3% |
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 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