+24.7%
Z vs VO
+204.0%
-179.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.8% |
| 7D | -3.0% | -0.3% | -2.7% | -2.6% |
| 30D | -4.2% | -0.3% | -3.8% | -3.6% |
| 3M | -3.7% | +2.9% | -6.6% | -7.6% |
| 6M | -24.5% | +9.3% | -33.9% | -33.4% |
| YTD | -49.3% | +14.2% | -63.5% | -57.9% |
| 1Y | -58.7% | +15.3% | -73.9% | -66.1% |
| 3Y | -34.1% | +56.2% | -90.4% | -63.7% |
| 5Y | -64.5% | +42.4% | -107.0% | -76.9% |
| 10Y | -0.5% | +194.7% | -195.2% | -70.9% |
| All | +24.7% | +204.0% | -179.3% | -66.3% |
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