-63.7%
XYZ vs VO
+36.2%
-99.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | +3.1% | -4.2% | -7.8% |
| 30D | +11.5% | +2.2% | +9.3% | +6.2% |
| 3M | +1.8% | -2.5% | +4.3% | +8.1% |
| 6M | +21.2% | +7.0% | +14.3% | +4.2% |
| YTD | +29.9% | +14.0% | +15.9% | -3.2% |
| 1Y | +35.8% | +15.6% | +20.1% | -2.4% |
| 3Y | +62.6% | +66.2% | -3.6% | -50.8% |
| All | -63.7% | +36.2% | -99.9% | -80.2% |
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