-43.8%
TE vs VO
+43.4%
-87.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.6% | +10.6% | +11.2% |
| 7D | +18.2% | +0.6% | +17.6% | +16.6% |
| 30D | -13.5% | -1.1% | -12.4% | -11.5% |
| 3M | -44.6% | +4.5% | -49.1% | -48.8% |
| 6M | -24.7% | +11.1% | -35.8% | -37.9% |
| YTD | -24.3% | +13.5% | -37.8% | -39.9% |
| 1Y | +155.6% | +14.5% | +141.1% | +100.8% |
| 3Y | -18.3% | +58.1% | -76.4% | -61.0% |
| All | -43.8% | +43.4% | -87.2% | -64.6% |
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