+58.7%
OILK vs VT
+215.5%
-156.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -16.3% | -2.3% | -14.0% | -15.3% |
| 30D | -6.9% | -5.0% | -2.0% | -4.5% |
| 3M | +13.3% | -4.9% | +18.2% | +16.0% |
| 6M | +7.2% | -1.5% | +8.8% | +7.0% |
| YTD | +66.0% | +8.5% | +57.6% | +54.5% |
| 1Y | +60.3% | +11.4% | +48.9% | +46.5% |
| 3Y | +43.9% | +70.1% | -26.1% | -3.2% |
| 5Y | +93.3% | +53.7% | +39.6% | +38.9% |
| All | +58.7% | +215.5% | -156.8% | -31.4% |
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