+24.5%
Q vs VO
+12.0%
+12.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.6% |
| 7D | +1.2% | +3.1% | -1.9% | -6.2% |
| 30D | -2.7% | +2.2% | -4.9% | -7.8% |
| 3M | -16.9% | -2.5% | -14.4% | -10.5% |
| 6M | -26.9% | +7.0% | -33.8% | -38.1% |
| YTD | +45.2% | +14.0% | +31.2% | +6.1% |
| 1Y | +38.1% | +15.6% | +22.5% | -2.1% |
| All | +24.5% | +12.0% | +12.6% | -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 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