+608.2%
OKTA vs VFC
-65.9%
+674.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.1% | -3.6% |
| 7D | -2.4% | -1.4% | -1.0% | -2.2% |
| 30D | +13.0% | -9.0% | +22.0% | +15.1% |
| 3M | +41.7% | -24.2% | +65.9% | +49.0% |
| 6M | +105.9% | -18.5% | +124.4% | +111.3% |
| YTD | +92.6% | -25.9% | +118.4% | +101.2% |
| 1Y | +81.1% | -13.0% | +94.0% | +80.7% |
| 3Y | +84.8% | -20.3% | +105.2% | +69.4% |
| 5Y | -34.4% | -78.1% | +43.6% | -15.1% |
| All | +608.2% | -65.9% | +674.1% | +712.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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