-75.4%
OFIX vs VT
+226.2%
-301.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -9.8% | -1.6% | -8.2% | -8.2% |
| 30D | -3.6% | -2.5% | -1.1% | -1.0% |
| 3M | -28.5% | -1.3% | -27.2% | -27.6% |
| 6M | -26.4% | +3.1% | -29.5% | -29.3% |
| YTD | -42.2% | +10.9% | -53.2% | -48.4% |
| 1Y | -45.5% | +12.1% | -57.5% | -51.7% |
| 3Y | -28.7% | +73.9% | -102.6% | -58.8% |
| 5Y | -77.3% | +58.0% | -135.2% | -85.6% |
| All | -75.4% | +226.2% | -301.7% | -92.3% |
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