-98.8%
OPAD vs VT
+92.8%
-191.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.3% | -8.9% | -9.1% |
| 7D | -15.6% | +2.4% | -18.0% | -16.2% |
| 30D | -26.1% | -1.5% | -24.6% | -25.8% |
| 3M | -60.6% | -4.1% | -56.5% | -60.1% |
| 6M | +187.6% | +0.6% | +187.0% | +177.7% |
| YTD | +47.1% | +11.0% | +36.1% | +19.7% |
| 1Y | -6.8% | +13.3% | -20.2% | -26.8% |
| 3Y | -75.7% | +73.4% | -149.1% | -91.3% |
| 5Y | -98.5% | +57.4% | -155.9% | -99.4% |
| All | -98.8% | +92.8% | -191.6% | -99.6% |
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