+46.3%
XLU vs VO
+55.8%
-9.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -1.6% | -1.5% | -0.1% | -0.8% |
| 30D | -3.3% | -3.0% | -0.3% | -1.7% |
| 3M | -3.2% | +2.8% | -6.0% | -4.7% |
| 6M | -7.0% | +10.9% | -17.9% | -12.3% |
| YTD | +0.6% | +12.5% | -11.8% | -6.1% |
| 1Y | +2.4% | +12.0% | -9.5% | -4.2% |
| 3Y | +46.3% | +56.3% | -10.0% | +6.6% |
| All | +46.3% | +55.8% | -9.6% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling