+1,744.2%
TER vs VO
+192.5%
+1,551.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +5.1% |
| 7D | +11.0% | +0.6% | +10.3% | +9.8% |
| 30D | -1.9% | -1.1% | -0.8% | -0.1% |
| 3M | -0.7% | +4.5% | -5.2% | -6.0% |
| 6M | +36.4% | +11.1% | +25.3% | +20.3% |
| YTD | +92.4% | +13.5% | +78.9% | +65.7% |
| 1Y | +213.5% | +14.5% | +199.0% | +168.5% |
| 3Y | +277.2% | +58.1% | +219.1% | +113.2% |
| 5Y | +219.1% | +43.3% | +175.9% | +114.4% |
| 10Y | +1,744.2% | +193.2% | +1,551.1% | +431.6% |
| All | +1,744.2% | +192.5% | +1,551.8% | +431.6% |
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 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