+376.8%
V vs VO
+192.5%
+184.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.2% |
| 7D | -1.1% | +0.6% | -1.7% | -1.6% |
| 30D | +1.9% | -1.1% | +2.9% | +2.9% |
| 3M | +15.5% | +4.5% | +11.0% | +10.7% |
| 6M | +16.6% | +11.1% | +5.6% | +5.3% |
| YTD | +5.7% | +13.5% | -7.8% | -6.7% |
| 1Y | +8.6% | +14.5% | -5.9% | -5.1% |
| 3Y | +52.5% | +58.1% | -5.6% | -3.0% |
| 5Y | +67.1% | +43.3% | +23.8% | +16.3% |
| 10Y | +376.8% | +193.2% | +183.6% | +61.2% |
| All | +376.8% | +192.5% | +184.3% | +61.2% |
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