+578.2%
XLB vs VO
+822.3%
-244.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | -0.8% |
| 7D | -1.4% | -0.1% | -1.2% | -1.3% |
| 30D | +7.1% | +0.5% | +6.6% | +6.5% |
| 3M | +0.6% | -1.0% | +1.6% | +1.5% |
| 6M | +3.5% | +6.4% | -2.9% | -2.7% |
| YTD | +18.2% | +13.6% | +4.6% | +4.2% |
| 1Y | +25.6% | +14.5% | +11.1% | +9.8% |
| 3Y | +46.7% | +67.2% | -20.6% | -12.2% |
| 5Y | +30.9% | +36.1% | -5.2% | -4.6% |
| 10Y | +167.7% | +199.3% | -31.6% | -12.0% |
| All | +578.2% | +822.3% | -244.1% | -26.4% |
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 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