+521.2%
VO vs VT
+363.9%
+157.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | -0.8% |
| 7D | +1.0% | -0.3% | +1.3% | +1.3% |
| 30D | +2.6% | -1.4% | +4.1% | +4.1% |
| 3M | -0.3% | -1.4% | +1.1% | +1.1% |
| 6M | +7.6% | +5.5% | +2.1% | +1.8% |
| YTD | +14.7% | +12.8% | +1.9% | +1.4% |
| 1Y | +16.4% | +15.4% | +1.0% | +0.6% |
| 3Y | +66.2% | +76.9% | -10.7% | -6.0% |
| 5Y | +39.1% | +60.4% | -21.3% | -12.9% |
| 10Y | +212.9% | +232.8% | -19.9% | -2.0% |
| All | +521.2% | +363.9% | +157.4% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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