+61.4%
T vs VO
+202.1%
-140.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.8% |
| 7D | +2.0% | +0.2% | +1.8% | +1.8% |
| 30D | -1.0% | +2.0% | -3.0% | -2.1% |
| 3M | -8.1% | -0.3% | -7.8% | -8.1% |
| 6M | -8.3% | +7.3% | -15.6% | -12.0% |
| YTD | -6.1% | +15.0% | -21.1% | -13.6% |
| 1Y | -7.4% | +14.7% | -22.1% | -14.7% |
| 3Y | +65.4% | +67.3% | -1.8% | +19.8% |
| 5Y | +57.6% | +38.8% | +18.8% | +26.4% |
| 10Y | +61.4% | +201.6% | -140.2% | -22.4% |
| All | +61.4% | +202.1% | -140.8% | -22.4% |
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 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