-77.7%
OFIX vs VT
+66.2%
-143.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.2% | +0.4% | -4.7% | -4.7% |
| 30D | -10.8% | +1.0% | -11.8% | -11.8% |
| 3M | -10.2% | +2.4% | -12.5% | -12.9% |
| 6M | -27.8% | +12.0% | -39.8% | -36.7% |
| YTD | -38.7% | +15.3% | -54.1% | -48.0% |
| 1Y | -36.8% | +22.6% | -59.4% | -49.8% |
| 3Y | -56.3% | +74.7% | -131.0% | -76.2% |
| All | -77.7% | +66.2% | -143.9% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling