-73.1%
OESX vs VT
+374.2%
-447.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | -5.7% | +0.4% | -6.1% | -5.9% |
| 30D | +55.7% | +1.0% | +54.7% | +54.8% |
| 3M | +172.9% | +2.4% | +170.5% | +167.8% |
| 6M | +119.7% | +12.0% | +107.7% | +100.9% |
| YTD | +62.5% | +15.3% | +47.2% | +45.8% |
| 1Y | +240.1% | +22.6% | +217.6% | +190.8% |
| 3Y | +67.8% | +74.7% | -6.9% | +6.4% |
| 5Y | -43.1% | +66.1% | -109.2% | -62.6% |
| 10Y | +86.6% | +225.0% | -138.4% | -24.2% |
| All | -73.1% | +374.2% | -447.3% | -94.1% |
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