-76.8%
OIS vs VT
+345.0%
-421.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | +1.4% |
| 7D | -10.5% | -4.2% | -6.3% | -4.9% |
| 30D | -1.8% | -5.8% | +4.0% | +7.1% |
| 3M | -2.4% | -5.2% | +2.8% | +5.2% |
| 6M | -15.6% | +0.1% | -15.7% | -17.1% |
| YTD | +20.1% | +8.2% | +11.9% | +4.0% |
| 1Y | +32.2% | +10.1% | +22.1% | +11.7% |
| 3Y | +5.3% | +69.7% | -64.4% | -52.3% |
| 5Y | +19.2% | +53.4% | -34.2% | -37.3% |
| 10Y | -71.7% | +219.2% | -290.9% | -94.2% |
| All | -76.8% | +345.0% | -421.7% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling