+455.5%
V vs VO
+197.4%
+258.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +9.9% | +0.5% | +9.5% | +9.4% |
| 3M | +17.5% | -1.1% | +18.6% | +18.6% |
| 6M | +33.5% | +6.4% | +27.1% | +25.5% |
| YTD | +21.6% | +13.5% | +8.0% | +7.2% |
| 1Y | +27.6% | +13.6% | +14.0% | +12.4% |
| 3Y | +76.4% | +65.2% | +11.2% | +7.6% |
| 5Y | +103.8% | +37.7% | +66.1% | +47.6% |
| 10Y | +455.5% | +198.4% | +257.1% | +82.3% |
| All | +455.5% | +197.4% | +258.1% | +82.3% |
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