+10.7%
O vs VO
+32.6%
-21.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +3.7% | -2.6% | +6.3% | +5.0% |
| 30D | +11.2% | -0.9% | +12.1% | +11.7% |
| 3M | -4.0% | -3.0% | -1.0% | -2.6% |
| 6M | -5.2% | +2.2% | -7.4% | -6.5% |
| YTD | +9.5% | +10.6% | -1.1% | +3.4% |
| 1Y | +10.6% | +12.5% | -1.9% | +3.4% |
| 3Y | +38.1% | +61.4% | -23.3% | +3.4% |
| All | +10.7% | +32.6% | -21.9% | -6.6% |
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 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