+45.2%
PL vs VO
+52.1%
-6.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.7% | +11.8% | +9.3% |
| 7D | +10.9% | -0.1% | +11.0% | +11.9% |
| 30D | -16.4% | +0.5% | -16.9% | -16.4% |
| 3M | -39.9% | -1.0% | -38.9% | -38.0% |
| 6M | -63.2% | +6.4% | -69.6% | -66.3% |
| YTD | -27.1% | +13.6% | -40.7% | -40.6% |
| 1Y | +12.2% | +14.5% | -2.3% | -9.3% |
| 3Y | +584.3% | +67.2% | +517.1% | +228.7% |
| 5Y | +37.0% | +36.1% | +0.9% | -12.0% |
| All | +45.2% | +52.1% | -6.9% | -7.1% |
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