+443.7%
T vs VO
+797.8%
-354.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +1.0% | -2.6% | +3.6% | +2.5% |
| 30D | -10.6% | -0.9% | -9.7% | -10.2% |
| 3M | -7.7% | -3.0% | -4.7% | -6.3% |
| 6M | -13.3% | +2.2% | -15.5% | -14.7% |
| YTD | -8.8% | +10.6% | -19.3% | -14.7% |
| 1Y | -8.4% | +12.5% | -20.9% | -15.4% |
| 3Y | +59.6% | +61.4% | -1.7% | +16.4% |
| 5Y | +52.1% | +33.4% | +18.7% | +22.5% |
| 10Y | +56.9% | +201.5% | -144.7% | -26.1% |
| All | +443.7% | +797.8% | -354.1% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling