+827.3%
SU vs VO
+814.4%
+13.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.6% |
| 7D | +1.6% | -0.6% | +2.2% | +2.2% |
| 30D | +10.7% | -1.9% | +12.7% | +13.0% |
| 3M | +13.5% | +3.3% | +10.2% | +8.8% |
| 6M | +21.8% | +9.7% | +12.1% | +8.2% |
| YTD | +58.8% | +12.6% | +46.2% | +36.6% |
| 1Y | +72.0% | +13.6% | +58.4% | +45.8% |
| 3Y | +121.7% | +56.8% | +64.9% | +27.0% |
| 5Y | +350.4% | +42.3% | +308.1% | +180.9% |
| 10Y | +264.7% | +199.2% | +65.5% | -6.2% |
| All | +827.3% | +814.4% | +13.0% | -34.2% |
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 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