-44.8%
IT vs VO
+43.2%
-88.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -6.8% |
| 7D | -9.1% | +0.6% | -9.8% | -9.6% |
| 30D | -7.0% | -1.1% | -5.9% | -6.0% |
| 3M | +7.6% | +4.5% | +3.1% | +2.7% |
| 6M | +2.1% | +11.1% | -8.9% | -9.2% |
| YTD | -31.6% | +13.5% | -45.1% | -40.4% |
| 1Y | -29.9% | +14.5% | -44.4% | -39.5% |
| 3Y | -51.3% | +58.1% | -109.4% | -70.1% |
| 5Y | -44.8% | +43.3% | -88.1% | -60.5% |
| All | -44.8% | +43.2% | -88.0% | -60.5% |
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 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