+1,539.6%
IT vs VO
+827.2%
+712.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.4% |
| 7D | -6.0% | -0.3% | -5.8% | -5.7% |
| 30D | 0.0% | -0.3% | +0.3% | +0.3% |
| 3M | +13.1% | +2.9% | +10.1% | +9.7% |
| 6M | +11.7% | +9.3% | +2.3% | +1.6% |
| YTD | -26.1% | +14.2% | -40.3% | -35.4% |
| 1Y | -21.3% | +15.3% | -36.5% | -31.8% |
| 3Y | -46.7% | +56.2% | -103.0% | -65.6% |
| 5Y | -40.5% | +42.4% | -82.9% | -57.6% |
| 10Y | +103.9% | +194.7% | -90.9% | -27.2% |
| All | +1,539.6% | +827.2% | +712.4% | +99.9% |
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