+291.6%
XLF vs VO
+825.6%
-534.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.7% | +3.1% | -0.4% | -1.0% |
| 30D | +7.6% | +2.2% | +5.4% | +4.9% |
| 3M | +1.1% | -2.5% | +3.6% | +3.9% |
| 6M | +15.9% | +7.0% | +8.9% | +6.8% |
| YTD | +8.4% | +14.0% | -5.5% | -7.4% |
| 1Y | +12.5% | +15.6% | -3.1% | -5.6% |
| 3Y | +81.6% | +66.2% | +15.4% | -1.4% |
| 5Y | +59.3% | +36.6% | +22.6% | +6.8% |
| 10Y | +225.4% | +199.0% | +26.5% | -17.4% |
| All | +291.6% | +825.6% | -534.0% | -70.3% |
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