-80.8%
TE vs VO
+38.8%
-119.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +0.2% |
| 7D | -22.0% | +0.2% | -22.2% | -21.9% |
| 30D | -33.6% | +2.0% | -35.7% | -35.9% |
| 3M | -61.1% | -0.3% | -60.8% | -60.4% |
| 6M | -64.7% | +7.3% | -72.0% | -68.3% |
| YTD | -68.1% | +15.0% | -83.1% | -75.2% |
| 1Y | -51.7% | +14.7% | -66.4% | -62.0% |
| 3Y | +42.0% | +67.3% | -25.3% | -39.4% |
| 5Y | -80.8% | +38.8% | -119.6% | -87.1% |
| All | -80.8% | +38.8% | -119.6% | -87.1% |
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 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