+1,542.0%
FDS vs VO
+822.3%
+719.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -2.7% |
| 7D | -5.0% | -0.1% | -4.8% | -5.0% |
| 30D | +13.8% | +0.5% | +13.3% | +13.1% |
| 3M | +14.8% | -1.0% | +15.9% | +15.7% |
| 6M | +47.4% | +6.4% | +41.0% | +38.9% |
| YTD | +14.2% | +13.6% | +0.6% | +1.4% |
| 1Y | +26.6% | +14.5% | +12.2% | +11.5% |
| 3Y | -24.4% | +67.2% | -91.7% | -52.7% |
| 5Y | -22.6% | +36.1% | -58.7% | -42.7% |
| 10Y | +130.0% | +199.3% | -69.3% | -16.4% |
| All | +1,542.0% | +822.3% | +719.7% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling