+110.2%
T vs VO
+55.8%
+54.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | +1.5% | -1.5% | +3.0% | +1.7% |
| 30D | +7.5% | -3.0% | +10.5% | +8.0% |
| 3M | +14.8% | +2.8% | +12.0% | +14.3% |
| 6M | -1.7% | +10.9% | -12.7% | -3.5% |
| YTD | +8.7% | +12.5% | -3.8% | +6.2% |
| 1Y | -7.5% | +12.0% | -19.4% | -9.5% |
| 3Y | +110.2% | +56.3% | +54.0% | +83.7% |
| All | +110.2% | +55.8% | +54.4% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling