+676.4%
OKTA vs VT
+192.0%
+484.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +1.0% |
| 7D | +6.6% | +2.9% | +3.8% | +2.9% |
| 30D | -19.4% | -2.5% | -16.9% | -16.1% |
| 3M | +23.9% | -3.3% | +27.3% | +30.4% |
| 6M | +130.9% | +1.5% | +129.4% | +128.4% |
| YTD | +111.1% | +11.4% | +99.7% | +83.9% |
| 1Y | +115.5% | +11.9% | +103.6% | +86.5% |
| 3Y | +169.4% | +73.9% | +95.5% | +33.6% |
| 5Y | -30.2% | +57.9% | -88.1% | -59.5% |
| All | +676.4% | +192.0% | +484.5% | +129.2% |
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