-26.3%
U vs VO
+102.1%
-128.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.0% |
| 7D | +24.4% | -0.2% | +24.5% | +22.8% |
| 30D | +7.4% | +0.5% | +6.9% | +4.8% |
| 3M | +16.8% | -1.1% | +17.9% | +18.3% |
| 6M | +78.8% | +6.4% | +72.4% | +52.8% |
| YTD | +14.0% | +13.5% | +0.4% | -16.2% |
| 1Y | +16.7% | +13.6% | +3.1% | -14.3% |
| 3Y | +86.4% | +65.2% | +21.2% | -42.0% |
| 5Y | -71.5% | +37.7% | -109.2% | -84.7% |
| All | -26.3% | +102.1% | -128.4% | -78.0% |
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 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