+707.9%
P vs VO
+206.8%
+501.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +2.4% |
| 7D | -9.6% | -0.1% | -9.5% | -8.8% |
| 30D | -33.4% | +0.5% | -33.9% | -33.3% |
| 3M | +14.2% | -1.0% | +15.2% | +17.4% |
| 6M | +31.6% | +6.4% | +25.2% | +23.1% |
| YTD | +53.5% | +13.6% | +39.9% | +31.9% |
| 1Y | +14.2% | +14.5% | -0.3% | -3.0% |
| 3Y | +190.5% | +67.2% | +123.3% | +52.8% |
| 5Y | +256.3% | +36.1% | +220.3% | +150.6% |
| 10Y | +707.9% | +199.3% | +508.5% | +96.6% |
| All | +707.9% | +206.8% | +501.1% | +96.6% |
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