+59.7%
OBDC vs VT
+137.7%
-78.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | 0.0% |
| 7D | +5.8% | +0.4% | +5.4% | +5.3% |
| 30D | +10.5% | -2.6% | +13.1% | +12.6% |
| 3M | -1.0% | -3.2% | +2.2% | +1.4% |
| 6M | +4.4% | +0.9% | +3.5% | +3.2% |
| YTD | -1.3% | +11.3% | -12.6% | -9.9% |
| 1Y | +4.1% | +14.0% | -9.9% | -6.9% |
| 3Y | +12.2% | +75.8% | -63.7% | -29.8% |
| 5Y | +35.2% | +57.8% | -22.7% | -8.2% |
| All | +59.7% | +137.7% | -78.1% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling