+91.4%
IT vs VO
+193.0%
-101.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.8% |
| 7D | -9.1% | -0.6% | -8.5% | -8.5% |
| 30D | -12.2% | -1.9% | -10.2% | -10.4% |
| 3M | +7.8% | +3.3% | +4.6% | +4.3% |
| 6M | +2.0% | +9.7% | -7.7% | -7.8% |
| YTD | -32.7% | +12.6% | -45.3% | -40.7% |
| 1Y | -31.1% | +13.6% | -44.7% | -39.8% |
| 3Y | -52.1% | +56.8% | -108.9% | -69.8% |
| 5Y | -46.3% | +42.3% | -88.6% | -62.3% |
| 10Y | +91.4% | +199.2% | -107.8% | -33.7% |
| All | +91.4% | +193.0% | -101.6% | -33.7% |
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 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