+96.3%
VTR vs VO
+200.3%
-103.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.2% |
| 7D | -0.3% | -1.5% | +1.2% | +1.1% |
| 30D | +1.1% | -3.0% | +4.1% | +4.1% |
| 3M | +7.9% | +2.8% | +5.1% | +4.7% |
| 6M | +6.2% | +10.9% | -4.8% | -4.8% |
| YTD | +17.7% | +12.5% | +5.3% | +3.8% |
| 1Y | +32.9% | +12.0% | +20.9% | +17.2% |
| 3Y | +129.7% | +56.3% | +73.4% | +40.1% |
| 5Y | +89.3% | +42.9% | +46.4% | +24.6% |
| All | +96.3% | +200.3% | -103.9% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling