+44.1%
PL vs VO
+52.0%
-7.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | +5.6% | -0.2% | +5.8% | +6.7% |
| 30D | -16.9% | +0.5% | -17.4% | -16.9% |
| 3M | -38.2% | -1.1% | -37.1% | -36.2% |
| 6M | -63.4% | +6.4% | -69.8% | -66.5% |
| YTD | -27.6% | +13.5% | -41.2% | -41.0% |
| 1Y | +6.6% | +13.6% | -7.0% | -12.6% |
| 3Y | +557.6% | +65.2% | +492.4% | +221.6% |
| 5Y | +39.5% | +37.7% | +1.8% | -10.4% |
| All | +44.1% | +52.0% | -7.9% | -7.7% |
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