+490.8%
VYM vs VO
+506.4%
-15.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | 0.0% |
| 7D | +0.1% | +0.6% | -0.5% | -0.4% |
| 30D | -1.3% | -1.1% | -0.2% | -0.5% |
| 3M | +4.1% | +4.5% | -0.5% | +0.4% |
| 6M | +9.8% | +11.1% | -1.3% | +1.0% |
| YTD | +15.3% | +13.5% | +1.8% | +4.2% |
| 1Y | +20.0% | +14.5% | +5.5% | +7.7% |
| 3Y | +66.2% | +58.1% | +8.1% | +15.3% |
| 5Y | +77.5% | +43.3% | +34.2% | +31.0% |
| 10Y | +201.7% | +193.2% | +8.5% | +24.8% |
| All | +490.8% | +506.4% | -15.5% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling