+68.4%
T vs VO
+193.0%
-124.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.3% |
| 7D | -3.1% | -0.6% | -2.5% | -2.8% |
| 30D | +4.6% | -1.9% | +6.5% | +5.6% |
| 3M | +12.2% | +3.3% | +9.0% | +10.2% |
| 6M | -6.5% | +9.7% | -16.1% | -11.3% |
| YTD | +4.9% | +12.6% | -7.7% | -2.3% |
| 1Y | -10.5% | +13.6% | -24.1% | -17.2% |
| 3Y | +104.6% | +56.8% | +47.8% | +54.0% |
| 5Y | +64.2% | +42.3% | +21.9% | +29.1% |
| 10Y | +68.4% | +199.2% | -130.7% | -21.9% |
| All | +68.4% | +193.0% | -124.5% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling