-10.5%
T vs VO
+13.6%
-24.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.9% |
| 7D | -3.1% | -0.6% | -2.5% | -3.2% |
| 30D | +4.6% | -1.9% | +6.5% | +4.3% |
| 3M | +12.2% | +3.3% | +9.0% | +12.9% |
| 6M | -6.5% | +9.7% | -16.1% | -4.9% |
| YTD | +4.9% | +12.6% | -7.7% | +6.1% |
| 1Y | -10.5% | +13.6% | -24.1% | -10.0% |
| All | -10.5% | +13.6% | -24.1% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling