+163.6%
W vs VO
+244.0%
-80.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.9% |
| 7D | -4.2% | -0.3% | -3.9% | -3.5% |
| 30D | -7.6% | -0.3% | -7.2% | -6.9% |
| 3M | +37.2% | +2.9% | +34.2% | +31.7% |
| 6M | +26.3% | +9.3% | +17.0% | +8.3% |
| YTD | -1.0% | +14.2% | -15.2% | -21.6% |
| 1Y | +20.1% | +15.3% | +4.8% | -6.6% |
| 3Y | +37.8% | +56.2% | -18.5% | -32.2% |
| 5Y | -63.7% | +42.4% | -106.1% | -75.0% |
| 10Y | +156.3% | +194.7% | -38.4% | -33.7% |
| All | +163.6% | +244.0% | -80.4% | -45.0% |
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