-7.1%
XLU vs VO
+11.3%
-18.5%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.6% | -0.6% | +1.2% | +0.9% |
| 30D | -0.4% | -1.9% | +1.5% | +0.3% |
| 3M | -1.7% | +3.3% | -5.0% | -3.0% |
| 6M | -7.1% | +9.7% | -16.8% | -10.8% |
| All | -7.1% | +11.3% | -18.5% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling