+31.6%
OPP vs VT
+220.3%
-188.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.2% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +3.8% | -1.4% | +5.3% | +4.4% |
| 3M | -3.5% | -1.4% | -2.1% | -3.0% |
| 6M | -2.8% | +5.5% | -8.3% | -5.0% |
| YTD | +0.4% | +12.8% | -12.4% | -4.6% |
| 1Y | +1.6% | +15.4% | -13.9% | -4.5% |
| 3Y | +38.2% | +76.9% | -38.6% | +7.9% |
| 5Y | -3.0% | +60.4% | -63.4% | -21.8% |
| 10Y | +31.5% | +232.8% | -201.3% | -18.7% |
| All | +31.6% | +220.3% | -188.7% | -18.3% |
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