+11.1%
PL vs VO
+33.1%
-22.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.5% | -6.6% | -3.1% |
| 7D | -20.5% | -3.3% | -17.2% | -14.7% |
| 30D | -38.8% | -1.8% | -36.9% | -36.1% |
| 3M | -49.1% | -3.4% | -45.8% | -45.1% |
| 6M | -69.4% | +3.0% | -72.4% | -70.3% |
| YTD | -42.3% | +10.7% | -53.1% | -51.3% |
| 1Y | -14.2% | +11.8% | -26.0% | -28.4% |
| 3Y | +398.7% | +60.4% | +338.3% | +144.2% |
| 5Y | +11.1% | +33.6% | -22.5% | -20.8% |
| All | +11.1% | +33.1% | -22.0% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling