+171.4%
OCUL vs VT
+75.0%
+96.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | +0.4% | +2.3% | +1.9% |
| 30D | +25.2% | +1.0% | +24.2% | +23.2% |
| 3M | +20.9% | +2.4% | +18.5% | +15.9% |
| 6M | -3.6% | +12.0% | -15.6% | -20.7% |
| YTD | -12.4% | +15.3% | -27.7% | -31.8% |
| 1Y | -16.2% | +22.6% | -38.8% | -42.3% |
| All | +171.4% | +75.0% | +96.5% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling