+403.3%
OPPJ vs VT
+222.7%
+180.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | +1.9% | -0.1% | +2.0% | +2.0% |
| 30D | +3.3% | -0.7% | +4.0% | +3.9% |
| 3M | +4.9% | +4.0% | +0.9% | +1.9% |
| 6M | +12.8% | +12.3% | +0.5% | +3.2% |
| YTD | +29.6% | +14.0% | +15.6% | +17.3% |
| 1Y | +45.4% | +20.3% | +25.1% | +26.2% |
| 3Y | +124.2% | +75.4% | +48.8% | +44.7% |
| 5Y | +197.1% | +66.0% | +131.2% | +99.3% |
| 10Y | +403.3% | +228.2% | +175.1% | +84.3% |
| All | +403.3% | +222.7% | +180.6% | +84.3% |
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 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