+40.4%
OFS vs VT
+333.2%
-292.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +0.9% | +0.1% |
| 7D | -7.2% | -4.2% | -3.1% | -3.9% |
| 30D | -10.6% | -5.8% | -4.8% | -6.1% |
| 3M | +8.6% | -5.2% | +13.8% | +13.5% |
| 6M | +2.6% | +0.1% | +2.5% | +2.6% |
| YTD | -9.7% | +8.2% | -18.0% | -15.0% |
| 1Y | -17.2% | +10.1% | -27.3% | -23.2% |
| 3Y | -41.4% | +69.7% | -111.1% | -62.5% |
| 5Y | -35.3% | +53.4% | -88.7% | -55.6% |
| 10Y | +3.7% | +219.2% | -215.5% | -58.8% |
| All | +40.4% | +333.2% | -292.7% | -56.1% |
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