+118.2%
OIA vs VT
+345.0%
-226.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | 0.0% |
| 7D | -1.0% | -4.2% | +3.1% | 0.0% |
| 30D | +0.5% | -5.8% | +6.3% | +2.0% |
| 3M | -2.7% | -5.2% | +2.5% | -1.4% |
| 6M | -3.9% | +0.1% | -4.0% | -4.0% |
| YTD | +0.2% | +8.2% | -8.0% | -2.0% |
| 1Y | +2.2% | +10.1% | -8.0% | -0.5% |
| 3Y | +22.1% | +69.7% | -47.6% | +6.1% |
| 5Y | -5.7% | +53.4% | -59.0% | -16.4% |
| 10Y | +27.6% | +219.2% | -191.6% | -6.1% |
| All | +118.2% | +345.0% | -226.8% | +41.1% |
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