+199.0%
VLO vs VO
+60.2%
+138.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -13.3% | -2.6% | -10.8% | -11.7% |
| 30D | -18.3% | -0.9% | -17.4% | -17.9% |
| 3M | +14.3% | -3.0% | +17.4% | +16.7% |
| 6M | +47.6% | +2.2% | +45.4% | +44.3% |
| YTD | +116.0% | +10.6% | +105.4% | +95.7% |
| 1Y | +101.0% | +12.5% | +88.5% | +79.0% |
| 3Y | +199.0% | +61.4% | +137.6% | +93.8% |
| All | +199.0% | +60.2% | +138.8% | +93.8% |
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