-25.8%
TE vs VO
+16.3%
-42.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -6.1% |
| 7D | +3.8% | +1.0% | +2.8% | +0.9% |
| 30D | -26.2% | +2.6% | -28.8% | -31.6% |
| 3M | -49.7% | -0.3% | -49.5% | -48.9% |
| 6M | -46.5% | +7.6% | -54.1% | -54.1% |
| YTD | -59.1% | +14.7% | -73.9% | -69.8% |
| 1Y | -25.8% | +16.4% | -42.2% | -48.1% |
| All | -25.8% | +16.3% | -42.1% | -48.1% |
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