+612.9%
OKTA vs VFC
-66.0%
+678.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.4% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | +13.0% | -11.9% | +24.9% | +16.0% |
| 3M | +43.4% | -20.2% | +63.6% | +49.2% |
| 6M | +107.6% | -23.0% | +130.6% | +115.8% |
| YTD | +93.8% | -26.2% | +120.0% | +102.8% |
| 1Y | +80.8% | -13.3% | +94.2% | +80.7% |
| 3Y | +91.8% | -25.5% | +117.3% | +79.3% |
| 5Y | -36.4% | -78.1% | +41.7% | -17.5% |
| All | +612.9% | -66.0% | +678.9% | +719.3% |
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