+1,417.6%
FDS vs VO
+827.2%
+590.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.3% |
| 7D | -1.9% | -0.3% | -1.6% | -1.7% |
| 30D | +9.0% | -0.3% | +9.4% | +9.3% |
| 3M | +18.9% | +2.9% | +15.9% | +15.6% |
| 6M | +35.1% | +9.3% | +25.8% | +24.2% |
| YTD | +5.5% | +14.2% | -8.7% | -6.6% |
| 1Y | -16.8% | +15.3% | -32.1% | -27.1% |
| 3Y | -28.1% | +56.2% | -84.3% | -52.2% |
| 5Y | -17.4% | +42.4% | -59.9% | -41.3% |
| 10Y | +85.4% | +194.7% | -109.3% | -31.6% |
| All | +1,417.6% | +827.2% | +590.3% | +94.7% |
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