+962.6%
ON vs VO
+827.2%
+135.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.8% |
| 30D | -3.3% | -0.3% | -3.0% | -2.7% |
| 3M | -43.6% | +2.9% | -46.5% | -45.3% |
| 6M | +19.0% | +9.3% | +9.6% | +6.3% |
| YTD | +37.4% | +14.2% | +23.2% | +15.1% |
| 1Y | +54.8% | +15.3% | +39.5% | +28.6% |
| 3Y | -25.2% | +56.2% | -81.4% | -58.8% |
| 5Y | +62.7% | +42.4% | +20.3% | +10.4% |
| 10Y | +574.3% | +194.7% | +379.6% | +87.2% |
| All | +962.6% | +827.2% | +135.4% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling