+91.0%
M vs VO
+797.8%
-706.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.4% |
| 7D | -4.3% | -2.6% | -1.7% | -0.8% |
| 30D | +1.3% | -0.9% | +2.2% | +2.8% |
| 3M | -7.4% | -3.0% | -4.4% | -3.4% |
| 6M | +18.3% | +2.2% | +16.1% | +15.5% |
| YTD | +7.6% | +10.6% | -3.0% | -5.5% |
| 1Y | +17.4% | +12.5% | +4.9% | +1.0% |
| 3Y | +108.4% | +61.4% | +47.0% | +14.0% |
| 5Y | -10.6% | +33.4% | -44.0% | -34.1% |
| 10Y | -3.2% | +201.5% | -204.7% | -72.8% |
| All | +91.0% | +797.8% | -706.8% | -84.6% |
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