+256.1%
TPR vs VO
+32.6%
+223.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.8% |
| 7D | +14.2% | -2.6% | +16.8% | +17.5% |
| 30D | +17.1% | -0.9% | +18.0% | +18.0% |
| 3M | -17.7% | -3.0% | -14.7% | -15.1% |
| 6M | -10.2% | +2.2% | -12.4% | -13.5% |
| YTD | +4.9% | +10.6% | -5.7% | -8.8% |
| 1Y | +36.1% | +12.5% | +23.6% | +15.7% |
| 3Y | +416.5% | +61.4% | +355.1% | +178.2% |
| All | +256.1% | +32.6% | +223.5% | +154.6% |
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