+1,127.6%
LOW vs VO
+825.6%
+302.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.4% | +3.1% | -1.7% | -1.5% |
| 30D | +21.7% | +2.2% | +19.5% | +19.2% |
| 3M | +5.0% | -2.5% | +7.5% | +7.5% |
| 6M | +4.6% | +7.0% | -2.4% | -2.0% |
| YTD | -3.5% | +14.0% | -17.5% | -14.8% |
| 1Y | +0.5% | +15.6% | -15.1% | -12.4% |
| 3Y | +24.8% | +66.2% | -41.4% | -23.4% |
| 5Y | +6.5% | +36.6% | -30.2% | -21.5% |
| 10Y | +294.6% | +199.0% | +95.6% | +42.1% |
| All | +1,127.6% | +825.6% | +302.0% | +49.7% |
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 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