+14.4%
SGOV vs VO
+55.8%
-41.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | 0.0% | -1.5% | +1.6% | 0.0% |
| 30D | +0.3% | -3.0% | +3.3% | +0.3% |
| 3M | +0.9% | +2.8% | -1.9% | +0.9% |
| 6M | +1.8% | +10.9% | -9.1% | +1.8% |
| YTD | +2.5% | +12.5% | -9.9% | +2.5% |
| 1Y | +3.8% | +12.0% | -8.2% | +3.8% |
| 3Y | +14.4% | +56.3% | -41.9% | +14.3% |
| All | +14.4% | +55.8% | -41.5% | +14.3% |
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