-46.3%
OBIO vs VT
+126.6%
-173.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.9% | +4.4% | +4.5% |
| 7D | +20.5% | -1.1% | +21.6% | +21.6% |
| 30D | +38.5% | -1.0% | +39.4% | +39.3% |
| 3M | +50.4% | +3.2% | +47.2% | +45.5% |
| 6M | +33.0% | +12.5% | +20.6% | +19.3% |
| YTD | +47.5% | +14.1% | +33.4% | +31.2% |
| 1Y | +133.6% | +18.9% | +114.7% | +101.1% |
| 3Y | +7.2% | +74.1% | -66.9% | -25.3% |
| 5Y | -37.5% | +66.9% | -104.4% | -56.1% |
| All | -46.3% | +126.6% | -173.0% | -67.9% |
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