-7.1%
OIH vs VT
+222.7%
-229.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +1.1% |
| 7D | -1.7% | -0.1% | -1.5% | -1.5% |
| 30D | +4.4% | -0.7% | +5.0% | +5.3% |
| 3M | +2.0% | +4.0% | -2.0% | -4.2% |
| 6M | +13.2% | +12.3% | +1.0% | -5.7% |
| YTD | +50.8% | +14.0% | +36.7% | +22.9% |
| 1Y | +72.0% | +20.3% | +51.7% | +29.6% |
| 3Y | +28.1% | +75.4% | -47.4% | -44.7% |
| 5Y | +154.6% | +66.0% | +88.7% | +19.3% |
| 10Y | -7.1% | +228.2% | -235.3% | -82.6% |
| All | -7.1% | +222.7% | -229.8% | -82.6% |
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