-68.0%
U vs VO
+43.2%
-111.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +4.0% |
| 7D | +4.5% | +0.6% | +3.8% | +2.9% |
| 30D | -0.6% | -1.1% | +0.5% | +2.0% |
| 3M | +48.4% | +4.5% | +43.9% | +33.2% |
| 6M | +115.4% | +11.1% | +104.3% | +65.2% |
| YTD | -3.2% | +13.5% | -16.8% | -29.2% |
| 1Y | -6.0% | +14.5% | -20.5% | -32.2% |
| 3Y | +13.5% | +58.1% | -44.6% | -63.2% |
| 5Y | -68.0% | +43.3% | -111.3% | -84.4% |
| All | -68.0% | +43.2% | -111.2% | -84.4% |
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