+444.2%
V vs VO
+206.8%
+237.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -2.6% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | +9.5% | +0.5% | +9.0% | +9.0% |
| 3M | +16.7% | -1.0% | +17.7% | +17.6% |
| 6M | +32.9% | +6.4% | +26.5% | +25.0% |
| YTD | +21.1% | +13.6% | +7.5% | +6.8% |
| 1Y | +26.6% | +14.5% | +12.2% | +10.8% |
| 3Y | +78.4% | +67.2% | +11.1% | +7.5% |
| 5Y | +105.5% | +36.1% | +69.4% | +50.6% |
| 10Y | +444.2% | +199.3% | +244.9% | +78.0% |
| All | +444.2% | +206.8% | +237.5% | +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