-23.0%
OCS vs VT
+53.4%
-76.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.2% | +9.4% | +9.6% |
| 7D | -9.3% | -2.3% | -7.0% | -8.3% |
| 30D | -11.9% | -5.0% | -6.9% | -9.9% |
| 3M | -39.5% | -4.9% | -34.6% | -38.1% |
| 6M | -74.7% | -1.5% | -73.1% | -74.5% |
| YTD | -62.5% | +8.5% | -71.0% | -63.5% |
| 1Y | -61.4% | +11.4% | -72.8% | -62.8% |
| 3Y | -24.0% | +70.1% | -94.0% | -34.0% |
| All | -23.0% | +53.4% | -76.4% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling