-73.2%
OIS vs VT
+221.8%
-295.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.7% |
| 7D | +2.8% | +2.4% | +0.4% | -0.9% |
| 30D | +6.6% | -1.5% | +8.1% | +8.7% |
| 3M | -1.7% | -4.1% | +2.4% | +4.3% |
| 6M | -4.9% | +0.6% | -5.4% | -7.0% |
| YTD | +26.6% | +11.0% | +15.6% | +4.5% |
| 1Y | +39.8% | +13.3% | +26.5% | +11.7% |
| 3Y | +19.7% | +73.4% | -53.7% | -49.9% |
| 5Y | +40.3% | +57.4% | -17.2% | -31.1% |
| All | -73.2% | +221.8% | -295.0% | -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