-62.2%
XYZ vs VO
+38.8%
-101.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -2.7% |
| 7D | -2.2% | +0.2% | -2.4% | -2.9% |
| 30D | +11.6% | +2.0% | +9.6% | +6.6% |
| 3M | +8.4% | -0.3% | +8.7% | +9.4% |
| 6M | +17.2% | +7.3% | +9.9% | 0.0% |
| YTD | +31.7% | +15.0% | +16.7% | -3.8% |
| 1Y | +30.1% | +14.7% | +15.4% | -4.6% |
| 3Y | +66.4% | +67.3% | -0.8% | -50.4% |
| 5Y | -62.2% | +38.8% | -101.0% | -80.0% |
| All | -62.2% | +38.8% | -101.0% | -80.0% |
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