+66.2%
VO vs BG
+6.5%
+59.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +3.1% | +2.6% | +0.5% | +2.8% |
| 30D | +2.2% | -6.7% | +8.9% | +2.9% |
| 3M | -2.5% | -9.3% | +6.8% | -1.7% |
| 6M | +7.0% | -18.3% | +25.3% | +9.1% |
| YTD | +14.0% | +16.2% | -2.2% | +10.1% |
| 1Y | +15.6% | +7.6% | +8.1% | +12.9% |
| 3Y | +66.2% | +6.6% | +59.6% | +63.2% |
| All | +66.2% | +6.5% | +59.7% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling