-97.8%
OKUR vs VT
+76.5%
-174.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.5% |
| 7D | -8.1% | -2.0% | -6.1% | -6.4% |
| 30D | -20.0% | -1.4% | -18.6% | -19.0% |
| 3M | -22.0% | +4.7% | -26.7% | -25.1% |
| 6M | -7.6% | +11.4% | -19.0% | -16.3% |
| YTD | +12.8% | +13.1% | -0.3% | +1.0% |
| 1Y | +30.8% | +19.0% | +11.8% | +12.1% |
| 3Y | -95.4% | +73.9% | -169.3% | -97.2% |
| 5Y | -96.2% | +65.4% | -161.6% | -97.3% |
| All | -97.8% | +76.5% | -174.3% | -98.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling