-48.8%
S vs VO
+44.7%
-93.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.9% |
| 7D | -13.4% | -2.6% | -10.9% | -9.0% |
| 30D | -14.0% | -0.9% | -13.0% | -12.1% |
| 3M | +4.9% | -3.0% | +7.9% | +11.2% |
| 6M | +42.0% | +2.2% | +39.8% | +36.5% |
| YTD | +45.1% | +10.6% | +34.6% | +19.7% |
| 1Y | +33.1% | +12.5% | +20.6% | +6.3% |
| 3Y | +40.6% | +61.4% | -20.8% | -43.9% |
| 5Y | -67.5% | +33.4% | -100.9% | -78.0% |
| All | -48.8% | +44.7% | -93.5% | -68.2% |
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