+43.4%
FIVE vs VO
+66.5%
-23.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.7% | +3.1% | -0.4% | -1.7% |
| 30D | +12.7% | +2.2% | +10.5% | +9.4% |
| 3M | +2.1% | -2.5% | +4.6% | +5.8% |
| 6M | +17.5% | +7.0% | +10.5% | +5.7% |
| YTD | +31.0% | +14.0% | +17.0% | +7.1% |
| 1Y | +67.7% | +15.6% | +52.1% | +34.1% |
| 3Y | +43.4% | +66.2% | -22.8% | -32.9% |
| All | +43.4% | +66.5% | -23.2% | -32.9% |
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