-60.3%
OI vs VT
+53.4%
-113.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.4% |
| 7D | +1.0% | -2.3% | +3.3% | +4.1% |
| 30D | -10.6% | -5.0% | -5.6% | -4.5% |
| 3M | -27.2% | -4.9% | -22.3% | -22.3% |
| 6M | -43.1% | -1.5% | -41.6% | -42.1% |
| YTD | -65.0% | +8.5% | -73.5% | -68.7% |
| 1Y | -60.8% | +11.4% | -72.2% | -66.3% |
| 3Y | -64.4% | +70.1% | -134.5% | -82.5% |
| All | -60.3% | +53.4% | -113.7% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling