-56.0%
OFRM vs VT
+5.8%
-61.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.0% |
| 7D | -38.3% | -2.3% | -36.0% | -36.8% |
| 30D | -44.2% | -5.0% | -39.2% | -41.7% |
| 3M | -46.9% | -4.9% | -42.0% | -44.6% |
| 6M | -36.7% | -1.5% | -35.1% | -36.4% |
| All | -56.0% | +5.8% | -61.8% | -59.3% |
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 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