+14.2%
OCUL vs VT
+223.7%
-209.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +0.2% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | -9.2% | -2.6% | -6.6% | -5.2% |
| 3M | -25.5% | -3.2% | -22.2% | -21.4% |
| 6M | -29.0% | +0.9% | -30.0% | -29.7% |
| YTD | -43.6% | +11.3% | -54.9% | -51.3% |
| 1Y | -36.9% | +14.0% | -50.9% | -47.5% |
| 3Y | +220.8% | +75.8% | +145.0% | +50.0% |
| 5Y | -10.2% | +57.8% | -68.1% | -50.0% |
| 10Y | +14.2% | +219.8% | -205.6% | -60.5% |
| All | +14.2% | +223.7% | -209.5% | -60.5% |
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