+554.0%
XYZ vs VO
+206.1%
+347.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +2.0% |
| 7D | +12.1% | -2.6% | +14.7% | +17.8% |
| 30D | +12.4% | -0.9% | +13.3% | +14.6% |
| 3M | +8.2% | -3.0% | +11.2% | +14.9% |
| 6M | +20.7% | +2.2% | +18.5% | +16.6% |
| YTD | +31.3% | +10.6% | +20.8% | +10.5% |
| 1Y | +20.5% | +12.5% | +8.0% | -2.0% |
| 3Y | +72.6% | +61.4% | +11.2% | -24.4% |
| 5Y | -64.0% | +33.4% | -97.4% | -74.3% |
| 10Y | +601.8% | +201.5% | +400.3% | +77.3% |
| All | +554.0% | +206.1% | +347.9% | +47.3% |
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