-53.2%
S vs VO
+49.5%
-102.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.8% |
| 7D | -7.7% | -0.3% | -7.4% | -7.2% |
| 30D | -5.3% | -0.3% | -5.0% | -4.6% |
| 3M | +20.3% | +2.9% | +17.3% | +14.1% |
| 6M | +47.4% | +9.3% | +38.0% | +24.2% |
| YTD | +32.5% | +14.2% | +18.3% | +2.9% |
| 1Y | +9.5% | +15.3% | -5.7% | -16.3% |
| 3Y | +15.5% | +56.2% | -40.7% | -50.5% |
| 5Y | -71.2% | +42.4% | -113.6% | -83.0% |
| All | -53.2% | +49.5% | -102.7% | -72.6% |
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 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