+41.3%
OFS vs VT
+361.6%
-320.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +5.1% | +0.4% | +4.7% | +4.7% |
| 30D | +9.2% | +1.0% | +8.2% | +8.3% |
| 3M | +16.1% | +2.4% | +13.7% | +13.9% |
| 6M | +7.2% | +12.0% | -4.8% | -1.9% |
| YTD | -9.2% | +15.3% | -24.6% | -18.8% |
| 1Y | -46.3% | +22.6% | -68.8% | -54.3% |
| 3Y | -43.8% | +74.7% | -118.5% | -64.9% |
| 5Y | -27.5% | +66.1% | -93.6% | -53.5% |
| 10Y | +1.2% | +225.0% | -223.8% | -61.0% |
| All | +41.3% | +361.6% | -320.3% | -58.1% |
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