+57.6%
OCUL vs VT
+224.5%
-166.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.0% |
| 30D | +25.2% | +1.0% | +24.2% | +23.5% |
| 3M | +20.9% | +2.4% | +18.5% | +16.4% |
| 6M | -3.6% | +12.0% | -15.6% | -18.1% |
| YTD | -12.4% | +15.3% | -27.7% | -28.7% |
| 1Y | -16.2% | +22.6% | -38.8% | -37.9% |
| 3Y | +174.9% | +74.7% | +100.3% | +28.6% |
| 5Y | -2.6% | +66.1% | -68.7% | -49.9% |
| All | +57.6% | +224.5% | -166.8% | -61.2% |
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