+23.0%
OCFC vs VT
+215.5%
-192.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.4% |
| 7D | +1.1% | -2.3% | +3.4% | +3.4% |
| 30D | +10.1% | -5.0% | +15.1% | +15.7% |
| 3M | -6.2% | -4.9% | -1.3% | -1.6% |
| 6M | -3.8% | -1.5% | -2.2% | -3.0% |
| YTD | +4.2% | +8.5% | -4.2% | -5.1% |
| 1Y | +3.1% | +11.4% | -8.3% | -8.6% |
| 3Y | +45.5% | +70.1% | -24.6% | -14.9% |
| 5Y | +1.5% | +53.7% | -52.3% | -34.5% |
| All | +23.0% | +215.5% | -192.5% | -55.6% |
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 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