+865.8%
XLI vs VO
+833.6%
+32.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +0.2% |
| 7D | +0.9% | +0.2% | +0.7% | +0.7% |
| 30D | +1.1% | +2.0% | -0.9% | -0.7% |
| 3M | -7.7% | -0.3% | -7.4% | -7.4% |
| 6M | -1.8% | +7.3% | -9.1% | -7.8% |
| YTD | +11.1% | +15.0% | -3.9% | -1.9% |
| 1Y | +12.1% | +14.7% | -2.6% | -0.8% |
| 3Y | +73.8% | +67.3% | +6.5% | +9.2% |
| 5Y | +73.8% | +38.8% | +34.9% | +28.0% |
| 10Y | +231.7% | +201.6% | +30.1% | +21.5% |
| All | +865.8% | +833.6% | +32.1% | +32.5% |
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