+244.5%
OPPE vs VT
+217.6%
+26.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +4.5% | -3.1% | +7.6% | +7.2% |
| 3M | +0.3% | -3.5% | +3.8% | +3.2% |
| 6M | +8.6% | +0.5% | +8.2% | +7.9% |
| YTD | +20.2% | +10.8% | +9.4% | +10.1% |
| 1Y | +23.9% | +11.9% | +12.0% | +12.5% |
| 3Y | +99.9% | +73.0% | +26.9% | +25.5% |
| 5Y | +93.9% | +58.6% | +35.3% | +30.3% |
| 10Y | +244.5% | +219.2% | +25.3% | +21.1% |
| All | +244.5% | +217.6% | +26.9% | +21.1% |
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