+922.6%
VLO vs VO
+195.4%
+727.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +3.9% |
| 7D | +5.8% | +0.6% | +5.1% | +5.0% |
| 30D | +28.3% | -1.1% | +29.4% | +29.8% |
| 3M | +48.7% | +4.5% | +44.2% | +41.2% |
| 6M | +71.9% | +11.1% | +60.8% | +50.9% |
| YTD | +138.7% | +13.5% | +125.1% | +104.3% |
| 1Y | +148.5% | +14.5% | +134.0% | +110.3% |
| 3Y | +192.7% | +58.1% | +134.6% | +70.7% |
| 5Y | +601.6% | +43.3% | +558.3% | +345.8% |
| All | +922.6% | +195.4% | +727.2% | +171.0% |
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