+301.0%
TWLO vs VO
+200.3%
+100.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.8% |
| 7D | -2.4% | -1.5% | -0.9% | -0.3% |
| 30D | -7.8% | -3.0% | -4.8% | -3.6% |
| 3M | +10.0% | +2.8% | +7.2% | +5.7% |
| 6M | +79.5% | +10.9% | +68.5% | +54.5% |
| YTD | +59.8% | +12.5% | +47.4% | +34.7% |
| 1Y | +121.7% | +12.0% | +109.7% | +88.7% |
| 3Y | +240.8% | +56.3% | +184.5% | +83.6% |
| 5Y | -33.6% | +42.9% | -76.5% | -56.8% |
| All | +301.0% | +200.3% | +100.7% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling