-94.0%
OIO vs VT
+69.4%
-163.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +1.1% | -0.1% | +1.3% | +1.1% |
| 30D | +4.7% | -3.1% | +7.8% | +4.9% |
| 3M | +9.2% | -3.5% | +12.7% | +9.5% |
| 6M | -5.8% | +0.5% | -6.3% | -5.9% |
| YTD | -85.2% | +10.8% | -95.9% | -85.4% |
| 1Y | -84.2% | +11.9% | -96.1% | -84.5% |
| 3Y | +38.0% | +73.0% | -35.0% | +26.9% |
| All | -94.0% | +69.4% | -163.4% | -94.5% |
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 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