+533.2%
XYZ vs VO
+216.2%
+317.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.4% |
| 7D | -1.0% | -0.3% | -0.7% | -0.4% |
| 30D | -1.7% | -0.3% | -1.4% | -0.9% |
| 3M | +16.7% | +2.9% | +13.8% | +11.1% |
| 6M | +26.9% | +9.3% | +17.5% | +8.1% |
| YTD | +27.1% | +14.2% | +13.0% | +0.5% |
| 1Y | +9.3% | +15.3% | -6.0% | -14.9% |
| 3Y | +42.3% | +56.2% | -14.0% | -33.5% |
| 5Y | -69.3% | +42.4% | -111.8% | -80.4% |
| 10Y | +586.8% | +194.7% | +392.1% | +72.6% |
| All | +533.2% | +216.2% | +317.1% | +34.0% |
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 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