+38.3%
S vs VO
+66.5%
-28.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.0% | +3.1% | -1.1% | -2.5% |
| 30D | -2.7% | +2.2% | -4.9% | -5.4% |
| 3M | -6.9% | -2.5% | -4.4% | -2.7% |
| 6M | +38.1% | +7.0% | +31.1% | +25.1% |
| YTD | +48.0% | +14.0% | +34.0% | +20.4% |
| 1Y | +34.5% | +15.6% | +18.8% | +6.8% |
| 3Y | +38.3% | +66.2% | -27.9% | -37.6% |
| All | +38.3% | +66.5% | -28.2% | -37.6% |
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 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