+1,343.6%
TER vs VO
+827.2%
+516.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.8% |
| 7D | +0.6% | -0.3% | +0.9% | +1.0% |
| 30D | -8.3% | -0.3% | -7.9% | -7.7% |
| 3M | -12.2% | +2.9% | -15.2% | -14.5% |
| 6M | +17.1% | +9.3% | +7.7% | +6.6% |
| YTD | +84.7% | +14.2% | +70.5% | +59.3% |
| 1Y | +199.9% | +15.3% | +184.7% | +157.0% |
| 3Y | +232.8% | +56.2% | +176.5% | +95.7% |
| 5Y | +198.6% | +42.4% | +156.1% | +107.2% |
| 10Y | +1,669.7% | +194.7% | +1,475.0% | +384.5% |
| All | +1,343.6% | +827.2% | +516.4% | -27.7% |
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