-33.6%
TWLO vs VO
+41.5%
-75.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +2.0% |
| 7D | +0.2% | -0.6% | +0.8% | +1.3% |
| 30D | -9.1% | -1.9% | -7.2% | -6.0% |
| 3M | +11.0% | +3.3% | +7.7% | +4.9% |
| 6M | +79.4% | +9.7% | +69.7% | +52.5% |
| YTD | +59.7% | +12.6% | +47.1% | +29.2% |
| 1Y | +112.3% | +13.6% | +98.7% | +69.5% |
| 3Y | +247.0% | +56.8% | +190.2% | +55.1% |
| All | -33.6% | +41.5% | -75.1% | -63.0% |
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