-86.5%
OESX vs VT
+346.0%
-432.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.2% | -7.9% | -7.9% |
| 7D | -39.1% | -2.3% | -36.8% | -37.4% |
| 30D | -54.2% | -5.0% | -49.2% | -51.9% |
| 3M | -28.8% | -4.9% | -24.0% | -25.3% |
| 6M | +37.9% | -1.5% | +39.5% | +40.7% |
| YTD | -18.7% | +8.5% | -27.1% | -22.9% |
| 1Y | +26.5% | +11.4% | +15.1% | +17.4% |
| 3Y | +22.6% | +70.1% | -47.4% | -20.1% |
| 5Y | -71.0% | +53.7% | -124.7% | -79.6% |
| 10Y | -6.6% | +220.0% | -226.6% | -61.2% |
| All | -86.5% | +346.0% | -432.6% | -96.9% |
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