+71.7%
TER vs VO
+36.2%
+35.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | +3.1% | +11.3% | +8.8% |
| 30D | -30.6% | +2.2% | -32.8% | -32.5% |
| 3M | -39.2% | -2.5% | -36.7% | -35.5% |
| 6M | -31.3% | +7.0% | -38.2% | -36.9% |
| YTD | +29.1% | +14.0% | +15.1% | +9.0% |
| 1Y | +47.4% | +15.6% | +31.8% | +22.0% |
| 3Y | +191.2% | +66.2% | +125.1% | +42.7% |
| All | +71.7% | +36.2% | +35.5% | +14.9% |
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