-22.7%
U vs VO
+102.9%
-125.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +2.6% | +3.1% | -0.5% | -4.7% |
| 30D | +27.6% | +2.2% | +25.4% | +19.2% |
| 3M | +15.3% | -2.5% | +17.8% | +20.5% |
| 6M | +96.4% | +7.0% | +89.4% | +65.7% |
| YTD | +19.6% | +14.0% | +5.6% | -13.0% |
| 1Y | +42.1% | +15.6% | +26.5% | -0.3% |
| 3Y | +87.5% | +66.2% | +21.4% | -42.5% |
| 5Y | -73.1% | +36.6% | -109.8% | -85.5% |
| All | -22.7% | +102.9% | -125.6% | -77.2% |
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