-53.4%
S vs VO
+46.1%
-99.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +3.6% |
| 7D | +0.1% | -2.5% | +2.5% | +4.7% |
| 30D | -11.8% | -3.2% | -8.6% | -6.3% |
| 3M | +33.9% | +3.9% | +30.0% | +24.8% |
| 6M | +40.1% | +9.6% | +30.5% | +17.4% |
| YTD | +32.1% | +11.6% | +20.5% | +6.9% |
| 1Y | +11.0% | +12.6% | -1.6% | -11.5% |
| 3Y | +16.9% | +55.4% | -38.4% | -49.5% |
| 5Y | -68.9% | +41.8% | -110.8% | -81.0% |
| All | -53.4% | +46.1% | -99.5% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling