-54.2%
OFRM vs VT
+8.3%
-62.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -4.9% |
| 7D | +4.2% | +2.4% | +1.9% | +2.0% |
| 30D | -42.0% | -1.5% | -40.5% | -41.2% |
| 3M | -44.2% | -4.1% | -40.0% | -42.3% |
| 6M | -41.7% | +0.6% | -42.2% | -42.5% |
| All | -54.2% | +8.3% | -62.4% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling