+90.9%
IT vs VO
+202.1%
-111.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +0.9% |
| 7D | -6.8% | +0.2% | -7.1% | -7.1% |
| 30D | -0.6% | +2.0% | -2.6% | -2.5% |
| 3M | +3.1% | -0.3% | +3.3% | +3.3% |
| 6M | +25.5% | +7.3% | +18.2% | +16.5% |
| YTD | -23.5% | +15.0% | -38.5% | -34.0% |
| 1Y | -16.6% | +14.7% | -31.3% | -28.0% |
| 3Y | -53.1% | +67.3% | -120.4% | -72.3% |
| 5Y | -41.4% | +38.8% | -80.3% | -57.9% |
| 10Y | +90.9% | +201.6% | -110.6% | -38.2% |
| All | +90.9% | +202.1% | -111.2% | -38.2% |
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