+325.3%
IR vs VO
+161.0%
+164.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.6% |
| 7D | +3.7% | -2.6% | +6.2% | +6.8% |
| 30D | +7.4% | -0.9% | +8.4% | +8.6% |
| 3M | -5.9% | -3.0% | -2.9% | -2.5% |
| 6M | +5.6% | +2.2% | +3.4% | +3.2% |
| YTD | +4.8% | +10.6% | -5.7% | -5.9% |
| 1Y | +6.9% | +12.5% | -5.6% | -5.8% |
| 3Y | +27.6% | +61.4% | -33.8% | -24.1% |
| 5Y | +45.8% | +33.4% | +12.4% | +8.0% |
| All | +325.3% | +161.0% | +164.3% | +55.0% |
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 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