-73.3%
OIS vs VT
+222.7%
-296.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.6% |
| 7D | +5.2% | +2.9% | +2.3% | +0.6% |
| 30D | +3.3% | -2.5% | +5.8% | +7.0% |
| 3M | -3.7% | -3.3% | -0.4% | +0.9% |
| 6M | -4.5% | +1.5% | -6.0% | -8.0% |
| YTD | +26.3% | +11.4% | +14.9% | +3.8% |
| 1Y | +35.3% | +11.9% | +23.4% | +10.4% |
| 3Y | +20.1% | +73.9% | -53.8% | -49.9% |
| 5Y | +39.9% | +57.9% | -18.0% | -31.6% |
| All | -73.3% | +222.7% | -296.0% | -95.4% |
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