-3.4%
M vs VO
+192.5%
-195.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -1.8% |
| 7D | +2.4% | +0.6% | +1.7% | +1.4% |
| 30D | -11.6% | -1.1% | -10.5% | -10.3% |
| 3M | +1.6% | +4.5% | -2.9% | -4.7% |
| 6M | +25.2% | +11.1% | +14.2% | +7.4% |
| YTD | +3.8% | +13.5% | -9.8% | -13.8% |
| 1Y | +36.3% | +14.5% | +21.9% | +12.4% |
| 3Y | +116.3% | +58.1% | +58.2% | +13.3% |
| 5Y | +28.2% | +43.3% | -15.1% | -18.9% |
| 10Y | -3.4% | +193.2% | -196.6% | -74.8% |
| All | -3.4% | +192.5% | -195.8% | -74.8% |
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