-100.0%
OGG vs VT
+345.0%
-444.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +17.3% |
| 7D | -3.3% | -4.2% | +0.9% | +15.4% |
| 30D | -16.8% | -5.8% | -11.0% | +7.4% |
| 3M | -13.7% | -5.2% | -8.5% | +7.9% |
| 6M | -26.0% | +0.1% | -26.2% | -30.2% |
| YTD | -33.2% | +8.2% | -41.5% | -57.1% |
| 1Y | -23.6% | +10.1% | -33.7% | -54.7% |
| 3Y | -27.9% | +69.7% | -97.5% | -96.7% |
| 5Y | -81.5% | +53.4% | -134.9% | -99.3% |
| 10Y | -78.9% | +219.2% | -298.1% | -99.9% |
| All | -100.0% | +345.0% | -444.9% | -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