+638.0%
XYZ vs VO
+206.8%
+431.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | -1.6% |
| 7D | +14.9% | -0.1% | +15.0% | +15.3% |
| 30D | +14.7% | +0.5% | +14.2% | +13.7% |
| 3M | +12.1% | -1.0% | +13.1% | +14.8% |
| 6M | +18.3% | +6.4% | +11.9% | +5.7% |
| YTD | +36.1% | +13.6% | +22.5% | +8.0% |
| 1Y | +35.3% | +14.5% | +20.8% | +5.8% |
| 3Y | +73.5% | +67.2% | +6.3% | -31.4% |
| 5Y | -61.6% | +36.1% | -97.7% | -74.2% |
| 10Y | +638.0% | +199.3% | +438.7% | +53.1% |
| All | +638.0% | +206.8% | +431.2% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling