-71.5%
OIS vs VT
+222.7%
-294.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +1.7% | +0.4% | +1.3% | +1.0% |
| 30D | +5.2% | +1.0% | +4.2% | +3.5% |
| 3M | +0.8% | +2.4% | -1.6% | -3.5% |
| 6M | -30.0% | +12.0% | -42.0% | -42.8% |
| YTD | +29.4% | +15.3% | +14.1% | +1.3% |
| 1Y | +52.3% | +22.6% | +29.8% | +8.7% |
| 3Y | +5.4% | +74.7% | -69.3% | -56.1% |
| 5Y | +50.5% | +66.1% | -15.6% | -31.3% |
| All | -71.5% | +222.7% | -294.2% | -94.6% |
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