-0.5%
TENB vs VO
+125.7%
-126.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.9% |
| 7D | -12.1% | -1.5% | -10.6% | -10.5% |
| 30D | -18.6% | -3.0% | -15.6% | -15.5% |
| 3M | +12.1% | +2.8% | +9.2% | +8.5% |
| 6M | +46.8% | +10.9% | +35.9% | +29.3% |
| YTD | +28.0% | +12.5% | +15.5% | +10.9% |
| 1Y | -1.4% | +12.0% | -13.4% | -14.1% |
| 3Y | -33.9% | +56.3% | -90.2% | -61.8% |
| 5Y | -34.6% | +42.9% | -77.6% | -56.5% |
| All | -0.5% | +125.7% | -126.2% | -55.5% |
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