+230.2%
OCC vs VT
+215.5%
+14.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.9% |
| 7D | -18.4% | -2.3% | -16.1% | -16.6% |
| 30D | -41.8% | -5.0% | -36.8% | -39.3% |
| 3M | -39.8% | -4.9% | -34.9% | -37.2% |
| 6M | -7.9% | -1.5% | -6.4% | -5.3% |
| YTD | +111.5% | +8.5% | +103.0% | +106.4% |
| 1Y | +22.7% | +11.4% | +11.3% | +18.1% |
| 3Y | +269.0% | +70.1% | +198.9% | +194.1% |
| 5Y | +143.8% | +53.7% | +90.1% | +102.0% |
| All | +230.2% | +215.5% | +14.6% | +110.2% |
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