+65.0%
XLF vs VO
+40.2%
+24.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.5% |
| 7D | -2.9% | -2.5% | -0.4% | -0.7% |
| 30D | -1.6% | -3.2% | +1.6% | +1.2% |
| 3M | +9.3% | +3.9% | +5.3% | +5.6% |
| 6M | +14.6% | +9.6% | +4.9% | +5.5% |
| YTD | +4.7% | +11.6% | -6.8% | -5.1% |
| 1Y | +8.6% | +12.6% | -4.0% | -2.4% |
| 3Y | +73.9% | +55.4% | +18.5% | +18.2% |
| 5Y | +65.0% | +41.8% | +23.2% | +18.9% |
| All | +65.0% | +40.2% | +24.8% | +18.9% |
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