+782.3%
TER vs VO
+797.8%
-15.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.8% |
| 7D | -20.5% | -2.6% | -17.9% | -17.1% |
| 30D | -47.0% | -0.9% | -46.1% | -46.0% |
| 3M | -43.3% | -3.0% | -40.3% | -40.3% |
| 6M | -42.9% | +2.2% | -45.1% | -43.2% |
| YTD | +12.9% | +10.6% | +2.3% | +2.6% |
| 1Y | +18.2% | +12.5% | +5.7% | +5.2% |
| 3Y | +151.8% | +61.4% | +90.4% | +42.9% |
| 5Y | +54.2% | +33.4% | +20.8% | +17.7% |
| 10Y | +908.2% | +201.5% | +706.7% | +170.0% |
| All | +782.3% | +797.8% | -15.5% | -53.4% |
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