+65.5%
VZ vs VO
+206.8%
-141.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.1% |
| 7D | +2.2% | -0.1% | +2.4% | +2.3% |
| 30D | +10.6% | +0.5% | +10.1% | +10.3% |
| 3M | -0.6% | -1.0% | +0.4% | -0.4% |
| 6M | +0.7% | +6.4% | -5.7% | -1.7% |
| YTD | +20.6% | +13.6% | +7.0% | +14.7% |
| 1Y | +22.7% | +14.5% | +8.2% | +16.4% |
| 3Y | +57.2% | +67.2% | -10.0% | +27.8% |
| 5Y | +21.4% | +36.1% | -14.7% | +5.8% |
| 10Y | +65.5% | +199.3% | -133.8% | +2.1% |
| All | +65.5% | +206.8% | -141.3% | +2.1% |
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 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