+822.5%
VO vs BG
+454.7%
+367.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -0.3% | +2.8% | -3.1% | -1.2% |
| 30D | -0.3% | +12.0% | -12.4% | -4.0% |
| 3M | +2.9% | -7.7% | +10.6% | +4.9% |
| 6M | +9.3% | +4.5% | +4.9% | +6.7% |
| YTD | +14.2% | +35.7% | -21.5% | +2.3% |
| 1Y | +15.3% | +50.1% | -34.8% | -0.6% |
| 3Y | +56.2% | +12.6% | +43.6% | +44.7% |
| 5Y | +42.4% | +75.4% | -33.0% | +10.9% |
| 10Y | +194.7% | +150.5% | +44.3% | +89.5% |
| All | +822.5% | +454.7% | +367.8% | +358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling