+44.9%
IR vs VO
+36.2%
+8.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.5% | +3.1% | -0.6% | -1.3% |
| 30D | +9.2% | +2.2% | +7.0% | +6.2% |
| 3M | +0.9% | -2.5% | +3.4% | +4.2% |
| 6M | +19.2% | +7.0% | +12.3% | +10.0% |
| YTD | +7.5% | +14.0% | -6.5% | -7.7% |
| 1Y | +11.7% | +15.6% | -3.9% | -5.5% |
| 3Y | +23.9% | +66.2% | -42.3% | -29.4% |
| All | +44.9% | +36.2% | +8.7% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling