+449.1%
PL vs VO
+56.6%
+392.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -0.7% |
| 7D | -9.3% | -0.3% | -9.0% | -8.9% |
| 30D | -18.9% | -0.3% | -18.6% | -18.2% |
| 3M | -58.4% | +2.9% | -61.3% | -60.7% |
| 6M | -30.3% | +9.3% | -39.7% | -42.9% |
| YTD | -8.1% | +14.2% | -22.3% | -32.5% |
| 1Y | +180.5% | +15.3% | +165.2% | +104.8% |
| All | +449.1% | +56.6% | +392.5% | +88.3% |
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