+555.9%
XYZ vs VO
+218.3%
+337.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -2.2% |
| 7D | -2.2% | +0.2% | -2.4% | -2.7% |
| 30D | +11.6% | +2.0% | +9.6% | +7.7% |
| 3M | +8.4% | -0.3% | +8.7% | +9.4% |
| 6M | +17.2% | +7.3% | +9.9% | +3.5% |
| YTD | +31.7% | +15.0% | +16.7% | +3.0% |
| 1Y | +30.1% | +14.7% | +15.4% | +2.2% |
| 3Y | +66.4% | +67.3% | -0.8% | -31.8% |
| 5Y | -62.2% | +38.8% | -101.0% | -74.9% |
| 10Y | +621.5% | +201.6% | +420.0% | +76.3% |
| All | +555.9% | +218.3% | +337.5% | +37.3% |
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