+65.8%
ON vs VO
+44.0%
+21.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.4% |
| 7D | +2.4% | -0.3% | +2.7% | +2.9% |
| 30D | -3.3% | -0.3% | -3.0% | -2.6% |
| 3M | -43.6% | +2.9% | -46.5% | -45.8% |
| 6M | +19.0% | +9.3% | +9.6% | +3.1% |
| YTD | +37.4% | +14.2% | +23.2% | +9.9% |
| 1Y | +54.8% | +15.3% | +39.5% | +22.4% |
| 3Y | -25.2% | +56.2% | -81.4% | -64.7% |
| All | +65.8% | +44.0% | +21.8% | -0.1% |
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 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