+356.7%
OEF vs VT
+221.4%
+135.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | +0.7% | +1.0% | -0.3% | -0.3% |
| 30D | -0.7% | -0.2% | -0.4% | -0.4% |
| 3M | +4.0% | +4.5% | -0.5% | -0.7% |
| 6M | +15.6% | +14.1% | +1.5% | +0.8% |
| YTD | +11.5% | +14.8% | -3.3% | -3.5% |
| 1Y | +19.2% | +21.2% | -2.0% | -2.4% |
| 3Y | +87.6% | +76.6% | +11.1% | +4.6% |
| 5Y | +93.9% | +66.6% | +27.3% | +15.0% |
| 10Y | +356.7% | +222.3% | +134.4% | +44.6% |
| All | +356.7% | +221.4% | +135.3% | +44.6% |
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