+736.5%
SO vs VO
+797.8%
-61.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -1.5% | -2.6% | +1.1% | -0.4% |
| 30D | +8.1% | -0.9% | +9.0% | +8.4% |
| 3M | +0.2% | -3.0% | +3.2% | +1.5% |
| 6M | +0.4% | +2.2% | -1.8% | -0.8% |
| YTD | +8.5% | +10.6% | -2.1% | +3.5% |
| 1Y | +4.9% | +12.5% | -7.6% | -0.7% |
| 3Y | +47.9% | +61.4% | -13.5% | +18.0% |
| 5Y | +75.7% | +33.4% | +42.3% | +50.6% |
| 10Y | +178.0% | +201.5% | -23.6% | +66.0% |
| All | +736.5% | +797.8% | -61.3% | +204.4% |
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