+43.2%
TER vs VO
+16.3%
+26.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.7% | -9.5% |
| 7D | -19.9% | +1.0% | -20.9% | -22.5% |
| 30D | -43.5% | +2.6% | -46.2% | -48.3% |
| 3M | -37.8% | -0.3% | -37.5% | -37.0% |
| 6M | -25.6% | +7.6% | -33.2% | -39.4% |
| YTD | +29.8% | +14.7% | +15.1% | -9.7% |
| 1Y | +43.2% | +16.4% | +26.7% | -3.0% |
| All | +43.2% | +16.3% | +26.9% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling