-43.7%
IT vs VO
+36.2%
-79.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -2.3% |
| 7D | -18.8% | -0.1% | -18.7% | -18.7% |
| 30D | -0.1% | +0.5% | -0.6% | -0.6% |
| 3M | +2.9% | -1.0% | +3.9% | +4.0% |
| 6M | +20.4% | +6.4% | +14.0% | +12.5% |
| YTD | -24.3% | +13.6% | -37.9% | -34.2% |
| 1Y | -17.2% | +14.5% | -31.6% | -28.6% |
| 3Y | -52.4% | +67.2% | -119.6% | -72.6% |
| 5Y | -43.7% | +36.1% | -79.8% | -56.7% |
| All | -43.7% | +36.2% | -79.9% | -56.7% |
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 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