+66.1%
T vs VO
+43.2%
+22.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.5% | +0.6% | -2.2% | -1.7% |
| 30D | +7.6% | -1.1% | +8.7% | +8.0% |
| 3M | +15.3% | +4.5% | +10.8% | +13.5% |
| 6M | -8.5% | +11.1% | -19.5% | -11.8% |
| YTD | +6.8% | +13.5% | -6.8% | +1.9% |
| 1Y | -7.2% | +14.5% | -21.7% | -11.9% |
| 3Y | +108.2% | +58.1% | +50.1% | +71.4% |
| 5Y | +66.1% | +43.3% | +22.8% | +34.7% |
| All | +66.1% | +43.2% | +22.9% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling