+306.4%
OCC vs VT
+217.6%
+88.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -10.0% | -0.1% | -9.9% | -9.3% |
| 30D | -31.8% | -3.1% | -28.8% | -29.8% |
| 3M | -29.9% | -3.5% | -26.4% | -27.5% |
| 6M | +4.2% | +0.5% | +3.7% | +5.8% |
| YTD | +142.0% | +10.8% | +131.2% | +133.2% |
| 1Y | +32.5% | +11.9% | +20.6% | +26.9% |
| 3Y | +324.0% | +73.0% | +251.0% | +234.1% |
| 5Y | +169.9% | +58.6% | +111.3% | +119.7% |
| 10Y | +306.4% | +219.2% | +87.2% | +149.5% |
| All | +306.4% | +217.6% | +88.8% | +149.5% |
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