-94.0%
OIO vs VT
+65.9%
-159.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | -5.8% | -2.3% | -3.5% | -5.7% |
| 30D | +8.5% | -5.0% | +13.4% | +8.9% |
| 3M | -4.8% | -4.9% | +0.1% | -4.4% |
| 6M | +0.6% | -1.5% | +2.1% | +0.6% |
| YTD | -85.1% | +8.5% | -93.6% | -85.3% |
| 1Y | -84.3% | +11.4% | -95.7% | -84.6% |
| 3Y | +14.7% | +70.1% | -55.3% | +5.6% |
| All | -94.0% | +65.9% | -159.8% | -94.4% |
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