+47.1%
OCFC vs VT
+69.4%
-22.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | +0.5% |
| 7D | +3.0% | -4.2% | +7.1% | +7.4% |
| 30D | +9.5% | -5.8% | +15.3% | +16.1% |
| 3M | -6.7% | -5.2% | -1.5% | -1.8% |
| 6M | -2.7% | +0.1% | -2.9% | -4.0% |
| YTD | +5.5% | +8.2% | -2.8% | -5.2% |
| 1Y | +3.7% | +10.1% | -6.5% | -8.8% |
| All | +47.1% | +69.4% | -22.2% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling