+63.7%
SE vs VO
+66.5%
-2.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +3.1% | -3.6% | -4.1% |
| 30D | -20.9% | +2.2% | -23.1% | -22.9% |
| 3M | -38.9% | -2.5% | -36.4% | -37.1% |
| 6M | -19.4% | +7.0% | -26.4% | -25.7% |
| YTD | -40.9% | +14.0% | -54.9% | -49.3% |
| 1Y | -46.2% | +15.6% | -61.8% | -54.6% |
| 3Y | +63.7% | +66.2% | -2.5% | +107.3% |
| All | +63.7% | +66.5% | -2.8% | +107.3% |
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