+101.1%
TLT vs VO
+827.2%
-726.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.1% |
| 7D | -0.4% | -0.3% | -0.2% | -0.5% |
| 30D | -0.6% | -0.3% | -0.2% | -0.6% |
| 3M | -2.7% | +2.9% | -5.7% | -2.2% |
| 6M | -5.6% | +9.3% | -15.0% | -3.9% |
| YTD | -2.8% | +14.2% | -17.0% | -0.1% |
| 1Y | -1.4% | +15.3% | -16.7% | +1.5% |
| 3Y | -1.6% | +56.2% | -57.8% | +8.5% |
| 5Y | -33.8% | +42.4% | -76.3% | -28.4% |
| 10Y | -21.1% | +194.7% | -215.9% | +7.1% |
| All | +101.1% | +827.2% | -726.1% | +258.3% |
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