+101.3%
TLT vs VO
+822.3%
-721.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | +0.6% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +5.1% | +0.5% | +4.6% | +5.2% |
| 3M | -0.2% | -1.0% | +0.8% | -0.4% |
| 6M | -2.9% | +6.4% | -9.3% | -1.7% |
| YTD | -2.7% | +13.6% | -16.3% | -0.1% |
| 1Y | -4.6% | +14.5% | -19.1% | -1.9% |
| 3Y | +6.1% | +67.2% | -61.1% | +18.9% |
| 5Y | -35.1% | +36.1% | -71.2% | -30.7% |
| 10Y | -12.5% | +199.3% | -211.8% | +19.4% |
| All | +101.3% | +822.3% | -721.0% | +258.4% |
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