+195.5%
VLO vs VO
+58.9%
+136.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | +5.2% | -0.3% | +5.5% | +5.4% |
| 30D | +22.6% | -0.3% | +22.9% | +22.9% |
| 3M | +43.8% | +2.9% | +40.8% | +40.4% |
| 6M | +65.7% | +9.3% | +56.4% | +53.6% |
| YTD | +131.1% | +14.2% | +116.9% | +105.6% |
| 1Y | +143.6% | +15.3% | +128.4% | +114.5% |
| All | +195.5% | +58.9% | +136.5% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling