-98.2%
OKUR vs VT
+73.4%
-171.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.3% | -12.3% | -12.4% |
| 7D | -8.2% | +2.4% | -10.6% | -9.9% |
| 30D | +16.9% | -1.5% | +18.4% | +18.6% |
| 3M | -32.6% | -4.1% | -28.4% | -29.8% |
| 6M | -22.6% | +0.6% | -23.2% | -22.8% |
| YTD | -9.3% | +11.0% | -20.3% | -17.2% |
| 1Y | -16.2% | +13.3% | -29.6% | -24.8% |
| 3Y | -95.8% | +73.4% | -169.2% | -97.4% |
| 5Y | -97.0% | +57.4% | -154.5% | -97.7% |
| All | -98.2% | +73.4% | -171.6% | -98.7% |
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