+59.8%
SO vs VO
+42.6%
+17.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -4.6% | -0.3% | -4.2% | -4.5% |
| 3M | -3.0% | +2.9% | -6.0% | -4.0% |
| 6M | -8.3% | +9.3% | -17.6% | -11.0% |
| YTD | +3.5% | +14.2% | -10.7% | -1.1% |
| 1Y | -0.9% | +15.3% | -16.2% | -5.7% |
| 3Y | +45.4% | +56.2% | -10.9% | +22.3% |
| All | +59.8% | +42.6% | +17.2% | +32.2% |
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