+141.5%
W vs VO
+192.5%
-50.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.8% |
| 7D | +6.5% | +0.6% | +5.9% | +5.1% |
| 30D | -6.2% | -1.1% | -5.2% | -4.1% |
| 3M | +48.9% | +4.5% | +44.3% | +37.8% |
| 6M | +31.2% | +11.1% | +20.1% | +7.6% |
| YTD | -0.4% | +13.5% | -14.0% | -21.6% |
| 1Y | +14.8% | +14.5% | +0.3% | -11.1% |
| 3Y | +40.5% | +58.1% | -17.6% | -36.4% |
| 5Y | -62.1% | +43.3% | -105.4% | -75.2% |
| 10Y | +141.5% | +193.2% | -51.7% | -50.4% |
| All | +141.5% | +192.5% | -50.9% | -50.4% |
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