+90.1%
RF vs VO
+42.6%
+47.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.2% |
| 7D | +1.3% | -0.3% | +1.6% | +1.7% |
| 30D | -3.6% | -0.3% | -3.3% | -3.2% |
| 3M | +8.1% | +2.9% | +5.1% | +4.3% |
| 6M | +11.5% | +9.3% | +2.1% | +0.2% |
| YTD | +15.6% | +14.2% | +1.4% | -1.3% |
| 1Y | +15.7% | +15.3% | +0.4% | -2.2% |
| 3Y | +86.9% | +56.2% | +30.6% | +13.3% |
| All | +90.1% | +42.6% | +47.5% | +27.1% |
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 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