-75.8%
ODYS vs VT
+77.3%
-153.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.1% | -8.9% | -14.9% |
| 7D | -5.9% | -4.2% | -1.8% | -7.9% |
| 30D | -37.4% | -5.8% | -31.6% | -39.3% |
| 3M | -60.7% | -5.2% | -55.5% | -61.8% |
| 6M | -61.6% | +0.1% | -61.7% | -61.6% |
| YTD | -47.3% | +8.2% | -55.5% | -44.7% |
| 1Y | -46.0% | +10.1% | -56.2% | -42.8% |
| 3Y | -35.6% | +69.7% | -105.2% | -3.1% |
| 5Y | -78.2% | +53.4% | -131.6% | -62.6% |
| All | -75.8% | +77.3% | -153.1% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling