+804.4%
ON vs VO
+797.8%
+6.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | -11.7% | -2.6% | -9.1% | -7.7% |
| 30D | -23.3% | -0.9% | -22.3% | -21.8% |
| 3M | -19.2% | -3.0% | -16.2% | -14.5% |
| 6M | -40.1% | +2.2% | -42.3% | -40.7% |
| YTD | +16.9% | +10.6% | +6.3% | +3.8% |
| 1Y | +29.7% | +12.5% | +17.2% | +12.3% |
| 3Y | -4.4% | +61.4% | -65.8% | -49.3% |
| 5Y | +7.1% | +33.4% | -26.3% | -19.4% |
| 10Y | +447.2% | +201.5% | +245.6% | +49.1% |
| All | +804.4% | +797.8% | +6.6% | -54.8% |
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