+194.4%
VO vs BG
+166.7%
+27.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -1.5% | +3.1% | -4.6% | -2.4% |
| 30D | -3.0% | +10.2% | -13.3% | -5.7% |
| 3M | +2.8% | -1.7% | +4.5% | +2.8% |
| 6M | +10.9% | +1.0% | +10.0% | +9.7% |
| YTD | +12.5% | +39.9% | -27.5% | +1.2% |
| 1Y | +12.0% | +53.2% | -41.3% | -2.3% |
| 3Y | +56.3% | +16.3% | +40.0% | +45.3% |
| 5Y | +42.9% | +83.9% | -40.9% | +11.6% |
| All | +194.4% | +166.7% | +27.7% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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