+95.4%
OCFC vs VT
+345.0%
-249.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | +0.3% |
| 7D | +3.0% | -4.2% | +7.1% | +7.2% |
| 30D | +9.5% | -5.8% | +15.3% | +15.8% |
| 3M | -6.7% | -5.2% | -1.5% | -2.0% |
| 6M | -2.7% | +0.1% | -2.9% | -3.5% |
| YTD | +5.5% | +8.2% | -2.8% | -3.2% |
| 1Y | +3.7% | +10.1% | -6.5% | -6.4% |
| 3Y | +47.3% | +69.7% | -22.3% | -11.0% |
| 5Y | +2.7% | +53.4% | -50.7% | -32.2% |
| 10Y | +28.4% | +219.2% | -190.8% | -56.9% |
| All | +95.4% | +345.0% | -249.6% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling