+65.5%
VZ vs VO
+196.6%
-131.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.1% | -2.6% | +4.7% | +3.0% |
| 30D | +1.4% | -0.9% | +2.3% | +1.6% |
| 3M | -1.3% | -3.0% | +1.8% | -0.3% |
| 6M | -0.5% | +2.2% | -2.7% | -1.5% |
| YTD | +19.6% | +10.6% | +9.1% | +14.9% |
| 1Y | +22.4% | +12.5% | +9.9% | +16.7% |
| 3Y | +55.9% | +61.4% | -5.5% | +28.3% |
| 5Y | +20.4% | +33.4% | -13.0% | +5.6% |
| All | +65.5% | +196.6% | -131.0% | +3.4% |
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