+678.4%
XLV vs VO
+806.0%
-127.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | 0.0% |
| 7D | -4.4% | -2.5% | -1.9% | -2.9% |
| 30D | -1.4% | -3.2% | +1.8% | +0.6% |
| 3M | +8.9% | +3.9% | +4.9% | +6.2% |
| 6M | +9.1% | +9.6% | -0.6% | +2.9% |
| YTD | +7.9% | +11.6% | -3.7% | +0.7% |
| 1Y | +22.7% | +12.6% | +10.1% | +13.8% |
| 3Y | +31.9% | +55.4% | -23.5% | -0.4% |
| 5Y | +34.9% | +41.8% | -7.0% | +6.3% |
| 10Y | +173.9% | +196.4% | -22.6% | +36.1% |
| All | +678.4% | +806.0% | -127.7% | +98.9% |
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