-53.2%
TE vs VO
+102.1%
-155.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.6% |
| 7D | -4.0% | -0.3% | -3.7% | -3.6% |
| 30D | -15.9% | -0.3% | -15.6% | -15.4% |
| 3M | -60.5% | +2.9% | -63.5% | -61.3% |
| 6M | -35.2% | +9.3% | -44.6% | -40.2% |
| YTD | -31.1% | +14.2% | -45.3% | -39.0% |
| 1Y | +148.6% | +15.3% | +133.4% | +119.5% |
| 3Y | -26.4% | +56.2% | -82.6% | -46.8% |
| 5Y | -48.0% | +42.4% | -90.5% | -61.1% |
| All | -53.2% | +102.1% | -155.2% | -65.5% |
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 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