+655.3%
P vs VO
+202.1%
+453.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.2% | +2.6% |
| 7D | -4.7% | +0.2% | -4.9% | -4.2% |
| 30D | -31.4% | +2.0% | -33.4% | -32.7% |
| 3M | -2.6% | -0.3% | -2.3% | -1.0% |
| 6M | +21.9% | +7.3% | +14.7% | +12.7% |
| YTD | +58.9% | +15.0% | +43.9% | +34.3% |
| 1Y | +21.7% | +14.7% | +7.0% | +3.1% |
| 3Y | +193.3% | +67.3% | +126.0% | +54.1% |
| 5Y | +275.1% | +38.8% | +236.3% | +156.5% |
| 10Y | +655.3% | +201.6% | +453.7% | +85.0% |
| All | +655.3% | +202.1% | +453.2% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling