+838.3%
XLY vs VO
+806.0%
+32.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.4% |
| 7D | -3.9% | -2.5% | -1.4% | -1.6% |
| 30D | -6.1% | -3.2% | -2.9% | -3.2% |
| 3M | -1.2% | +3.9% | -5.1% | -4.6% |
| 6M | -1.8% | +9.6% | -11.4% | -9.8% |
| YTD | -5.9% | +11.6% | -17.4% | -15.0% |
| 1Y | -3.1% | +12.6% | -15.7% | -13.2% |
| 3Y | +36.0% | +55.4% | -19.4% | -9.0% |
| 5Y | +27.6% | +41.8% | -14.3% | -5.9% |
| 10Y | +216.8% | +196.4% | +20.3% | +20.3% |
| All | +838.3% | +806.0% | +32.3% | +29.5% |
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