+196.2%
W vs VO
+233.1%
-36.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.2% |
| 7D | -3.6% | -2.6% | -1.0% | +1.9% |
| 30D | +7.0% | -0.9% | +7.9% | +9.6% |
| 3M | +7.4% | -3.0% | +10.4% | +14.7% |
| 6M | +69.3% | +2.2% | +67.1% | +66.4% |
| YTD | +11.3% | +10.6% | +0.7% | -5.6% |
| 1Y | +13.2% | +12.5% | +0.7% | -7.0% |
| 3Y | +142.0% | +61.4% | +80.6% | +12.3% |
| 5Y | -54.6% | +33.4% | -88.0% | -64.8% |
| 10Y | +243.7% | +201.5% | +42.2% | -10.3% |
| All | +196.2% | +233.1% | -36.8% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling