+68.4%
OCTW vs VT
+116.7%
-48.4%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.2% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | -0.8% | -1.7% | +1.0% | -0.2% |
| 3M | +1.2% | -2.3% | +3.5% | +2.0% |
| 6M | +3.9% | +1.5% | +2.4% | +3.2% |
| YTD | +7.8% | +12.0% | -4.3% | +3.5% |
| 1Y | +8.8% | +12.9% | -4.1% | +4.2% |
| 3Y | +32.9% | +74.9% | -42.0% | +10.1% |
| 5Y | +52.9% | +59.9% | -7.0% | +28.6% |
| All | +68.4% | +116.7% | -48.4% | +25.8% |
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