+340.0%
IR vs VO
+168.0%
+171.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | +1.5% | -0.2% | +1.7% | +1.7% |
| 30D | +9.0% | +0.5% | +8.6% | +8.5% |
| 3M | -0.9% | -1.1% | +0.2% | +0.5% |
| 6M | +13.4% | +6.4% | +7.0% | +5.8% |
| YTD | +8.5% | +13.5% | -5.1% | -5.6% |
| 1Y | +11.3% | +13.6% | -2.3% | -3.1% |
| 3Y | +26.0% | +65.2% | -39.2% | -27.1% |
| 5Y | +47.9% | +37.7% | +10.1% | +5.6% |
| All | +340.0% | +168.0% | +171.9% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling