+83.0%
PL vs VO
+52.9%
+30.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -0.9% |
| 7D | -9.3% | -0.3% | -9.0% | -9.0% |
| 30D | -18.9% | -0.3% | -18.6% | -18.4% |
| 3M | -58.4% | +2.9% | -61.3% | -60.0% |
| 6M | -30.3% | +9.3% | -39.7% | -39.9% |
| YTD | -8.1% | +14.2% | -22.3% | -26.7% |
| 1Y | +180.5% | +15.3% | +165.2% | +123.5% |
| 3Y | +444.1% | +56.2% | +387.9% | +186.6% |
| 5Y | +83.0% | +42.4% | +40.6% | +14.9% |
| All | +83.0% | +52.9% | +30.1% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling