-63.9%
XYZ vs VO
+32.6%
-96.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +2.0% |
| 7D | +12.1% | -2.6% | +14.7% | +19.1% |
| 30D | +12.4% | -0.9% | +13.3% | +15.0% |
| 3M | +8.2% | -3.0% | +11.2% | +16.4% |
| 6M | +20.7% | +2.2% | +18.5% | +15.2% |
| YTD | +31.3% | +10.6% | +20.8% | +5.0% |
| 1Y | +20.5% | +12.5% | +8.0% | -7.8% |
| 3Y | +72.6% | +61.4% | +11.2% | -44.1% |
| All | -63.9% | +32.6% | -96.5% | -79.0% |
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