-85.4%
OESX vs VT
+360.7%
-446.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +1.1% | +11.1% | +11.3% |
| 7D | -28.5% | -0.7% | -27.8% | -27.1% |
| 30D | -46.6% | -1.7% | -44.8% | -45.2% |
| 3M | -31.2% | -2.3% | -28.9% | -29.1% |
| 6M | +41.4% | +1.5% | +39.9% | +41.1% |
| YTD | -11.6% | +12.0% | -23.7% | -18.2% |
| 1Y | +2.1% | +12.9% | -10.8% | -6.2% |
| 3Y | +41.6% | +74.9% | -33.4% | -9.6% |
| 5Y | -67.1% | +59.9% | -127.0% | -77.5% |
| 10Y | -14.0% | +224.6% | -238.6% | -64.6% |
| All | -85.4% | +360.7% | -446.0% | -96.7% |
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