+28.4%
XLY vs VO
+42.1%
-13.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | 0.0% |
| 7D | -1.7% | -1.5% | -0.2% | 0.0% |
| 30D | -4.2% | -3.0% | -1.1% | -0.8% |
| 3M | -2.7% | +2.8% | -5.5% | -5.7% |
| 6M | -0.6% | +10.9% | -11.6% | -11.7% |
| YTD | -5.0% | +12.5% | -17.5% | -17.0% |
| 1Y | -4.1% | +12.0% | -16.1% | -15.8% |
| 3Y | +33.6% | +56.3% | -22.7% | -19.7% |
| All | +28.4% | +42.1% | -13.7% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling