+747.6%
SO vs VO
+822.3%
-74.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.2% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +8.6% | +0.5% | +8.1% | +8.3% |
| 3M | +1.8% | -1.0% | +2.8% | +2.1% |
| 6M | +3.6% | +6.4% | -2.8% | +0.7% |
| YTD | +9.9% | +13.6% | -3.6% | +3.6% |
| 1Y | +5.7% | +14.5% | -8.8% | -0.8% |
| 3Y | +52.5% | +67.2% | -14.7% | +19.8% |
| 5Y | +77.3% | +36.1% | +41.2% | +50.7% |
| 10Y | +186.8% | +199.3% | -12.5% | +71.5% |
| All | +747.6% | +822.3% | -74.7% | +204.9% |
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