-80.5%
TE vs VO
+101.7%
-182.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | -19.1% | +3.1% | -22.2% | -21.9% |
| 30D | -34.1% | +2.2% | -36.3% | -35.3% |
| 3M | -60.1% | -2.5% | -57.6% | -58.5% |
| 6M | -66.0% | +7.0% | -72.9% | -67.5% |
| YTD | -71.4% | +14.0% | -85.4% | -74.4% |
| 1Y | -45.3% | +15.6% | -60.9% | -51.6% |
| 3Y | +9.1% | +66.2% | -57.0% | -24.1% |
| 5Y | -82.6% | +36.6% | -119.2% | -86.8% |
| All | -80.5% | +101.7% | -182.3% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling