-54.2%
W vs VO
+32.6%
-86.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.1% |
| 7D | -3.6% | -2.6% | -1.0% | +3.9% |
| 30D | +7.0% | -0.9% | +7.9% | +10.4% |
| 3M | +7.4% | -3.0% | +10.4% | +17.1% |
| 6M | +69.3% | +2.2% | +67.1% | +64.1% |
| YTD | +11.3% | +10.6% | +0.7% | -12.7% |
| 1Y | +13.2% | +12.5% | +0.7% | -15.3% |
| 3Y | +142.0% | +61.4% | +80.6% | -25.8% |
| All | -54.2% | +32.6% | -86.9% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling