-4.8%
M vs VO
+197.5%
-202.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.7% | +5.4% | +4.1% |
| 7D | +2.5% | -0.1% | +2.7% | +3.1% |
| 30D | +10.1% | +0.5% | +9.6% | +9.7% |
| 3M | -0.9% | -1.0% | +0.1% | +0.9% |
| 6M | +30.2% | +6.4% | +23.7% | +19.4% |
| YTD | +16.3% | +13.6% | +2.7% | -3.1% |
| 1Y | +27.0% | +14.5% | +12.5% | +4.8% |
| 3Y | +154.5% | +67.2% | +87.3% | +22.9% |
| 5Y | -1.1% | +36.1% | -37.1% | -32.8% |
| All | -4.8% | +197.5% | -202.3% | -77.1% |
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