-71.0%
OIS vs VT
+215.5%
-286.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.2% |
| 7D | -13.1% | -2.3% | -10.8% | -10.1% |
| 30D | +3.1% | -5.0% | +8.0% | +11.1% |
| 3M | +0.4% | -4.9% | +5.2% | +7.8% |
| 6M | -6.4% | -1.5% | -4.9% | -5.5% |
| YTD | +23.2% | +8.5% | +14.7% | +5.4% |
| 1Y | +37.2% | +11.4% | +25.8% | +12.7% |
| 3Y | +10.5% | +70.1% | -59.6% | -52.3% |
| 5Y | +22.3% | +53.7% | -31.4% | -37.6% |
| All | -71.0% | +215.5% | -286.6% | -94.9% |
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