+124.4%
OESX vs VT
+221.4%
-97.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.1% | -0.5% | +22.6% | +22.5% |
| 7D | +37.4% | +1.0% | +36.3% | +36.1% |
| 30D | +54.9% | -0.2% | +55.2% | +55.3% |
| 3M | +222.6% | +4.5% | +218.1% | +210.5% |
| 6M | +182.1% | +14.1% | +168.0% | +150.9% |
| YTD | +98.4% | +14.8% | +83.7% | +76.3% |
| 1Y | +313.6% | +21.2% | +292.4% | +250.3% |
| 3Y | +110.5% | +76.6% | +33.9% | +23.4% |
| 5Y | -29.7% | +66.6% | -96.3% | -56.1% |
| 10Y | +124.4% | +222.3% | -97.9% | -18.7% |
| All | +124.4% | +221.4% | -97.0% | -18.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling