+485.4%
P vs VO
+222.3%
+263.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.7% |
| 7D | +6.5% | -0.3% | +6.8% | +7.0% |
| 30D | +18.8% | -0.3% | +19.2% | +19.7% |
| 3M | +26.7% | +2.9% | +23.8% | +23.0% |
| 6M | +62.2% | +9.3% | +52.8% | +45.0% |
| YTD | +48.5% | +14.2% | +34.3% | +25.9% |
| 1Y | +26.4% | +15.3% | +11.1% | +5.8% |
| 3Y | +159.4% | +56.2% | +103.2% | +50.1% |
| 5Y | +275.8% | +42.4% | +233.4% | +148.3% |
| 10Y | +732.0% | +194.7% | +537.3% | +144.4% |
| All | +485.4% | +222.3% | +263.0% | +54.9% |
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