+128.1%
VTR vs VO
+56.0%
+72.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -2.8% | -1.9% | -0.9% | -1.9% |
| 3M | +9.0% | +3.3% | +5.8% | +7.2% |
| 6M | +5.0% | +9.7% | -4.7% | -0.1% |
| YTD | +16.9% | +12.6% | +4.3% | +9.5% |
| 1Y | +34.3% | +13.6% | +20.6% | +24.9% |
| All | +128.1% | +56.0% | +72.1% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling