-27.4%
ON vs VO
+57.7%
-85.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.9% | -3.2% |
| 7D | -2.2% | +0.6% | -2.8% | -3.4% |
| 30D | -12.4% | -1.1% | -11.4% | -10.4% |
| 3M | -41.2% | +4.5% | -45.8% | -45.7% |
| 6M | +25.0% | +11.1% | +13.9% | +3.9% |
| YTD | +31.3% | +13.5% | +17.7% | +4.6% |
| 1Y | +45.4% | +14.5% | +30.9% | +14.6% |
| 3Y | -27.4% | +58.1% | -85.5% | -66.1% |
| All | -27.4% | +57.7% | -85.2% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling