-52.4%
OBIO vs VT
+128.0%
-180.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +7.3% |
| 7D | +10.8% | +1.0% | +9.8% | +9.7% |
| 30D | +28.1% | -0.2% | +28.3% | +27.9% |
| 3M | +37.5% | +4.5% | +32.9% | +31.4% |
| 6M | +25.7% | +14.1% | +11.6% | +11.4% |
| YTD | +30.8% | +14.8% | +16.1% | +15.8% |
| 1Y | +98.9% | +21.2% | +77.7% | +68.4% |
| 3Y | -12.3% | +76.6% | -88.8% | -39.4% |
| 5Y | -44.5% | +66.6% | -111.1% | -61.1% |
| All | -52.4% | +128.0% | -180.4% | -71.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling