+84.6%
OILK vs VT
+57.4%
+27.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -3.2% |
| 7D | -7.1% | +0.4% | -7.5% | -7.2% |
| 30D | -11.3% | -2.6% | -8.7% | -10.9% |
| 3M | +10.7% | -3.2% | +13.9% | +11.3% |
| 6M | +2.8% | +0.9% | +1.9% | +2.2% |
| YTD | +61.6% | +11.3% | +50.3% | +55.3% |
| 1Y | +55.3% | +14.0% | +41.3% | +47.9% |
| 3Y | +48.2% | +75.8% | -27.6% | +18.3% |
| 5Y | +84.6% | +57.8% | +26.7% | +69.5% |
| All | +84.6% | +57.4% | +27.2% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling