+30.0%
OPP vs VT
+207.3%
-177.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +0.4% |
| 7D | 0.0% | -4.2% | +4.2% | +1.7% |
| 30D | +1.9% | -5.8% | +7.7% | +4.4% |
| 3M | -4.8% | -5.2% | +0.4% | -2.8% |
| 6M | -4.3% | +0.1% | -4.4% | -4.5% |
| YTD | -0.9% | +8.2% | -9.1% | -4.3% |
| 1Y | -0.8% | +10.1% | -10.9% | -5.0% |
| 3Y | +36.5% | +69.7% | -33.2% | +8.3% |
| 5Y | -4.3% | +53.4% | -57.7% | -21.5% |
| 10Y | +29.8% | +219.2% | -189.4% | -18.4% |
| All | +30.0% | +207.3% | -177.3% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling