-86.0%
OPAL vs VT
+65.6%
-151.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.4% | -4.1% |
| 7D | -16.0% | -4.2% | -11.8% | -12.8% |
| 30D | -23.5% | -5.8% | -17.7% | -19.5% |
| 3M | -41.9% | -5.2% | -36.7% | -39.2% |
| 6M | -39.4% | +0.1% | -39.5% | -39.0% |
| YTD | -41.8% | +8.2% | -50.1% | -44.4% |
| 1Y | -36.6% | +10.1% | -46.7% | -39.8% |
| 3Y | -77.1% | +69.7% | -146.8% | -82.7% |
| 5Y | -85.9% | +53.4% | -139.3% | -89.9% |
| All | -86.0% | +65.6% | -151.6% | -90.0% |
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