+330.8%
OPPJ vs VT
+217.6%
+113.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | -1.4% | -0.1% | -1.3% | -1.2% |
| 30D | -5.7% | -3.1% | -2.6% | -3.2% |
| 3M | -3.5% | -3.5% | 0.0% | -0.6% |
| 6M | -4.5% | +0.5% | -5.0% | -4.6% |
| YTD | +21.0% | +10.8% | +10.3% | +12.2% |
| 1Y | +27.5% | +11.9% | +15.6% | +17.3% |
| 3Y | +107.4% | +73.0% | +34.4% | +35.6% |
| 5Y | +190.8% | +58.6% | +132.2% | +102.8% |
| 10Y | +330.8% | +219.2% | +111.6% | +59.0% |
| All | +330.8% | +217.6% | +113.2% | +59.0% |
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