-99.9%
OGG vs VT
+374.2%
-474.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.6% |
| 7D | -5.2% | +0.4% | -5.7% | -7.0% |
| 30D | +7.8% | +1.0% | +6.8% | +3.6% |
| 3M | +8.6% | +2.4% | +6.2% | -4.5% |
| 6M | -34.8% | +12.0% | -46.8% | -62.9% |
| YTD | -16.6% | +15.3% | -32.0% | -58.9% |
| 1Y | +5.8% | +22.6% | -16.8% | -61.2% |
| 3Y | -10.2% | +74.7% | -84.9% | -96.4% |
| 5Y | -78.3% | +66.1% | -144.4% | -99.5% |
| 10Y | -84.9% | +225.0% | -309.9% | -99.9% |
| All | -99.9% | +374.2% | -474.1% | -100.0% |
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