+55.3%
O vs VO
+193.0%
-137.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | -2.3% | -0.6% | -1.7% | -1.8% |
| 30D | -2.4% | -1.9% | -0.5% | -1.0% |
| 3M | -0.6% | +3.3% | -3.8% | -3.2% |
| 6M | -5.0% | +9.7% | -14.7% | -12.0% |
| YTD | +10.4% | +12.6% | -2.2% | -0.1% |
| 1Y | +6.6% | +13.6% | -7.1% | -4.4% |
| 3Y | +28.4% | +56.8% | -28.4% | -13.5% |
| 5Y | +15.3% | +42.3% | -27.0% | -17.1% |
| 10Y | +55.3% | +199.2% | -143.9% | -45.7% |
| All | +55.3% | +193.0% | -137.7% | -45.7% |
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