+26.8%
PL vs VO
+48.0%
-21.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.1% | +10.5% | +10.6% |
| 7D | -6.8% | -2.6% | -4.3% | -1.9% |
| 30D | -29.3% | -0.9% | -28.3% | -27.7% |
| 3M | -44.8% | -3.0% | -41.8% | -41.0% |
| 6M | -68.4% | +2.2% | -70.6% | -68.8% |
| YTD | -36.4% | +10.6% | -46.9% | -45.6% |
| 1Y | +0.7% | +12.5% | -11.8% | -16.1% |
| 3Y | +455.3% | +61.4% | +393.9% | +183.3% |
| 5Y | +22.7% | +33.4% | -10.7% | -17.4% |
| All | +26.8% | +48.0% | -21.3% | -15.0% |
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