-24.7%
OIH vs VT
+221.8%
-246.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.1% |
| 7D | +5.4% | +2.4% | +3.1% | +2.0% |
| 30D | -1.8% | -1.5% | -0.3% | +0.1% |
| 3M | -8.5% | -4.1% | -4.4% | -3.3% |
| 6M | -14.2% | +0.6% | -14.7% | -15.7% |
| YTD | +31.9% | +11.0% | +20.8% | +11.3% |
| 1Y | +35.2% | +13.3% | +21.9% | +10.7% |
| 3Y | +23.1% | +73.4% | -50.3% | -46.1% |
| 5Y | +95.5% | +57.4% | +38.1% | -1.1% |
| All | -24.7% | +221.8% | -246.5% | -84.9% |
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