+20.1%
W vs VO
+15.8%
+4.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +3.0% |
| 7D | -4.2% | -0.3% | -3.9% | -3.4% |
| 30D | -7.6% | -0.3% | -7.2% | -6.8% |
| 3M | +37.2% | +2.9% | +34.2% | +30.0% |
| 6M | +26.3% | +9.3% | +17.0% | +5.2% |
| YTD | -1.0% | +14.2% | -15.2% | -22.2% |
| 1Y | +20.1% | +15.3% | +4.8% | -9.6% |
| All | +20.1% | +15.8% | +4.3% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling