-72.5%
OI vs VT
+217.6%
-290.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.8% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -16.0% | -3.1% | -12.9% | -12.3% |
| 3M | -27.0% | -3.5% | -23.5% | -23.3% |
| 6M | -45.0% | +0.5% | -45.5% | -45.6% |
| YTD | -65.4% | +10.8% | -76.2% | -70.3% |
| 1Y | -60.2% | +11.9% | -72.1% | -66.4% |
| 3Y | -65.0% | +73.0% | -138.0% | -84.2% |
| 5Y | -58.7% | +58.6% | -117.3% | -78.5% |
| 10Y | -72.5% | +219.2% | -291.6% | -94.6% |
| All | -72.5% | +217.6% | -290.1% | -94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling