-21.8%
OCS vs VT
+70.0%
-91.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | -9.0% | -3.1% | -5.9% | -7.8% |
| 3M | -40.5% | -3.5% | -37.0% | -39.6% |
| 6M | -76.7% | +0.5% | -77.2% | -76.8% |
| YTD | -62.0% | +10.8% | -72.8% | -63.3% |
| 1Y | -60.9% | +11.9% | -72.8% | -62.4% |
| 3Y | -22.6% | +73.0% | -95.5% | -32.7% |
| 5Y | -22.0% | +58.6% | -80.6% | -32.7% |
| All | -21.8% | +70.0% | -91.8% | -31.2% |
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