+810.4%
FIVE vs VO
+408.5%
+401.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.8% | +0.2% |
| 7D | -1.7% | -3.3% | +1.6% | +2.7% |
| 30D | +14.9% | -1.8% | +16.8% | +17.8% |
| 3M | +7.6% | -3.4% | +11.0% | +12.5% |
| 6M | +6.4% | +3.0% | +3.4% | +1.9% |
| YTD | +28.1% | +10.7% | +17.4% | +11.9% |
| 1Y | +54.7% | +11.8% | +42.9% | +33.6% |
| 3Y | +36.1% | +60.4% | -24.3% | -23.7% |
| 5Y | +14.9% | +33.6% | -18.7% | -16.9% |
| 10Y | +578.8% | +202.0% | +376.9% | +100.7% |
| All | +810.4% | +408.5% | +401.9% | +44.7% |
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