+78.7%
SO vs VO
+36.2%
+42.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.4% | +3.1% | -1.7% | +0.4% |
| 30D | +4.7% | +2.2% | +2.5% | +3.9% |
| 3M | +1.7% | -2.5% | +4.2% | +2.4% |
| 6M | +2.2% | +7.0% | -4.8% | -0.2% |
| YTD | +10.0% | +14.0% | -4.0% | +5.1% |
| 1Y | +6.0% | +15.6% | -9.6% | +0.8% |
| 3Y | +54.1% | +66.2% | -12.1% | +26.3% |
| All | +78.7% | +36.2% | +42.5% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling