+677.8%
OKTA vs VFC
-46.4%
+724.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | -0.5% |
| 7D | +8.4% | +1.6% | +6.8% | +8.0% |
| 30D | -13.7% | +25.5% | -39.2% | -17.9% |
| 3M | +18.0% | +41.3% | -23.3% | +9.1% |
| 6M | +133.8% | +22.2% | +111.6% | +120.4% |
| YTD | +111.5% | +16.4% | +95.1% | +100.1% |
| 1Y | +118.3% | +38.4% | +79.9% | +97.9% |
| 3Y | +168.0% | +56.2% | +111.8% | +111.7% |
| 5Y | -30.1% | -68.2% | +38.1% | -16.7% |
| All | +677.8% | -46.4% | +724.2% | +708.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling