-85.2%
OPAL vs VT
+65.9%
-151.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | -5.2% | -2.3% | -2.9% | -3.3% |
| 30D | -15.7% | -5.0% | -10.7% | -12.0% |
| 3M | -39.3% | -4.9% | -34.5% | -36.6% |
| 6M | -36.4% | -1.5% | -34.9% | -35.1% |
| YTD | -38.4% | +8.5% | -46.9% | -41.2% |
| 1Y | -28.2% | +11.4% | -39.6% | -32.3% |
| 3Y | -75.3% | +70.1% | -145.4% | -81.4% |
| 5Y | -85.1% | +53.7% | -138.9% | -89.4% |
| All | -85.2% | +65.9% | -151.1% | -89.4% |
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 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