-10.3%
M vs VO
+32.6%
-42.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.4% |
| 7D | -4.3% | -2.6% | -1.7% | -0.1% |
| 30D | +1.3% | -0.9% | +2.2% | +3.0% |
| 3M | -7.4% | -3.0% | -4.4% | -2.7% |
| 6M | +18.3% | +2.2% | +16.1% | +14.7% |
| YTD | +7.6% | +10.6% | -3.0% | -8.1% |
| 1Y | +17.4% | +12.5% | +4.9% | -2.3% |
| 3Y | +108.4% | +61.4% | +47.0% | -2.0% |
| All | -10.3% | +32.6% | -42.9% | -40.0% |
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