+220.4%
W vs VO
+202.1%
+18.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | -1.0% |
| 7D | -7.4% | +0.2% | -7.6% | -7.6% |
| 30D | +7.8% | +2.0% | +5.8% | +4.0% |
| 3M | +10.9% | -0.3% | +11.2% | +12.1% |
| 6M | +86.4% | +7.3% | +79.1% | +65.2% |
| YTD | +14.0% | +15.0% | -1.0% | -12.2% |
| 1Y | +3.5% | +14.7% | -11.2% | -19.8% |
| 3Y | +164.8% | +67.3% | +97.5% | +6.3% |
| 5Y | -53.1% | +38.8% | -91.9% | -67.8% |
| 10Y | +220.4% | +201.6% | +18.9% | -30.3% |
| All | +220.4% | +202.1% | +18.3% | -30.3% |
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