+698.2%
SO vs VO
+827.2%
-129.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | -4.6% | -0.3% | -4.2% | -4.5% |
| 3M | -3.0% | +2.9% | -6.0% | -4.4% |
| 6M | -8.3% | +9.3% | -17.6% | -11.9% |
| YTD | +3.5% | +14.2% | -10.7% | -2.6% |
| 1Y | -0.9% | +15.3% | -16.2% | -7.3% |
| 3Y | +45.4% | +56.2% | -10.9% | +17.8% |
| 5Y | +59.6% | +42.4% | +17.2% | +32.9% |
| 10Y | +156.6% | +194.7% | -38.1% | +54.4% |
| All | +698.2% | +827.2% | -129.0% | +186.7% |
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