+57.3%
OILK vs VT
+224.4%
-167.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.1% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | -13.4% | -1.7% | -11.7% | -12.8% |
| 3M | +3.6% | -2.3% | +5.9% | +4.5% |
| 6M | -1.1% | +1.5% | -2.6% | -3.0% |
| YTD | +61.0% | +12.0% | +48.9% | +47.1% |
| 1Y | +52.0% | +12.9% | +39.2% | +38.1% |
| 3Y | +44.9% | +74.9% | -30.0% | -4.0% |
| 5Y | +89.2% | +59.9% | +29.3% | +32.7% |
| 10Y | +57.3% | +224.6% | -167.3% | -28.7% |
| All | +57.3% | +224.4% | -167.1% | -28.7% |
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