+240.4%
TPR vs VO
+42.6%
+197.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.3% |
| 7D | -2.3% | -0.3% | -2.0% | -2.0% |
| 30D | -23.0% | -0.3% | -22.6% | -22.9% |
| 3M | -12.5% | +2.9% | -15.4% | -16.2% |
| 6M | -21.4% | +9.3% | -30.8% | -30.3% |
| YTD | -3.5% | +14.2% | -17.7% | -19.3% |
| 1Y | +17.4% | +15.3% | +2.1% | -2.7% |
| 3Y | +291.3% | +56.2% | +235.0% | +120.1% |
| All | +240.4% | +42.6% | +197.8% | +118.3% |
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 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