+680.7%
XLU vs VO
+814.4%
-133.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | +0.6% | -0.6% | +1.2% | +1.0% |
| 30D | -0.4% | -1.9% | +1.5% | +0.7% |
| 3M | -1.7% | +3.3% | -5.0% | -3.6% |
| 6M | -7.1% | +9.7% | -16.8% | -12.1% |
| YTD | +1.9% | +12.6% | -10.7% | -5.1% |
| 1Y | +6.1% | +13.6% | -7.5% | -1.8% |
| 3Y | +48.8% | +56.8% | -8.0% | +13.6% |
| 5Y | +43.8% | +42.3% | +1.5% | +14.4% |
| 10Y | +143.2% | +199.2% | -56.0% | +23.2% |
| All | +680.7% | +814.4% | -133.7% | +92.5% |
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