+82.7%
O vs VO
+197.4%
-114.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | +10.4% | +0.5% | +9.9% | +9.9% |
| 3M | -2.4% | -1.1% | -1.3% | -1.8% |
| 6M | -1.2% | +6.4% | -7.6% | -6.3% |
| YTD | +10.4% | +13.5% | -3.1% | -0.9% |
| 1Y | +11.4% | +13.6% | -2.1% | -0.1% |
| 3Y | +40.4% | +65.2% | -24.8% | -9.6% |
| 5Y | +12.1% | +37.7% | -25.6% | -16.6% |
| 10Y | +82.7% | +198.4% | -115.7% | -33.6% |
| All | +82.7% | +197.4% | -114.6% | -33.6% |
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 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