+1,026.4%
MKTX vs VO
+736.8%
+289.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.8% |
| 7D | +0.3% | -0.6% | +0.9% | +0.9% |
| 30D | +1.0% | -1.9% | +2.9% | +2.9% |
| 3M | +40.8% | +3.3% | +37.5% | +36.0% |
| 6M | -10.9% | +9.7% | -20.6% | -19.6% |
| YTD | -8.6% | +12.6% | -21.2% | -19.9% |
| 1Y | -11.6% | +13.6% | -25.2% | -23.6% |
| 3Y | -24.5% | +56.8% | -81.3% | -55.5% |
| 5Y | -60.7% | +42.3% | -103.0% | -74.7% |
| 10Y | +5.1% | +199.2% | -194.0% | -74.0% |
| All | +1,026.4% | +736.8% | +289.5% | -3.3% |
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