-72.7%
OIS vs VT
+223.7%
-296.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -2.1% |
| 7D | -4.3% | +0.4% | -4.6% | -5.0% |
| 30D | +4.0% | -2.6% | +6.6% | +8.0% |
| 3M | +4.4% | -3.2% | +7.7% | +9.2% |
| 6M | -1.8% | +0.9% | -2.8% | -4.6% |
| YTD | +25.6% | +11.3% | +14.2% | +3.2% |
| 1Y | +38.2% | +14.0% | +24.2% | +9.5% |
| 3Y | +20.2% | +75.8% | -55.6% | -50.8% |
| 5Y | +19.0% | +57.8% | -38.8% | -41.7% |
| 10Y | -72.7% | +219.8% | -292.5% | -95.3% |
| All | -72.7% | +223.7% | -296.4% | -95.3% |
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