+403.1%
PL vs VO
+60.4%
+342.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.5% | -6.6% | -1.3% |
| 7D | -20.5% | -3.3% | -17.2% | -13.2% |
| 30D | -38.8% | -1.8% | -36.9% | -35.5% |
| 3M | -49.1% | -3.4% | -45.8% | -44.1% |
| 6M | -69.4% | +3.0% | -72.4% | -70.6% |
| YTD | -42.3% | +10.7% | -53.1% | -53.9% |
| 1Y | -14.2% | +11.8% | -26.0% | -32.5% |
| All | +403.1% | +60.4% | +342.7% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling