+102.5%
OCFC vs VT
+363.9%
-261.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +1.9% | +2.0% |
| 7D | +7.5% | -0.3% | +7.8% | +7.8% |
| 30D | +13.0% | -1.4% | +14.5% | +14.5% |
| 3M | -3.0% | -1.4% | -1.6% | -1.8% |
| 6M | +4.3% | +5.5% | -1.1% | -1.5% |
| YTD | +9.3% | +12.8% | -3.5% | -3.5% |
| 1Y | +10.0% | +15.4% | -5.4% | -5.0% |
| 3Y | +52.7% | +76.9% | -24.1% | -11.3% |
| 5Y | +8.2% | +60.4% | -52.2% | -31.5% |
| 10Y | +33.1% | +232.8% | -199.7% | -57.0% |
| All | +102.5% | +363.9% | -261.4% | -56.0% |
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