+43.5%
FIVE vs VO
+66.9%
-23.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | +7.3% | -0.2% | +7.5% | +7.8% |
| 30D | +18.1% | +0.5% | +17.6% | +17.4% |
| 3M | +7.7% | -1.1% | +8.8% | +9.5% |
| 6M | +13.6% | +6.4% | +7.2% | +3.0% |
| YTD | +34.6% | +13.5% | +21.0% | +10.7% |
| 1Y | +66.2% | +13.6% | +52.7% | +36.7% |
| 3Y | +43.5% | +65.2% | -21.7% | -33.0% |
| All | +43.5% | +66.9% | -23.4% | -33.0% |
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