+343.8%
OPPJ vs VT
+224.4%
+119.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.1% |
| 7D | -1.0% | -0.7% | -0.3% | -0.3% |
| 30D | -3.2% | -1.7% | -1.5% | -1.8% |
| 3M | -2.0% | -2.3% | +0.3% | -0.1% |
| 6M | -3.4% | +1.5% | -4.9% | -4.3% |
| YTD | +23.5% | +12.0% | +11.4% | +13.4% |
| 1Y | +31.4% | +12.9% | +18.5% | +20.0% |
| 3Y | +111.5% | +74.9% | +36.5% | +37.0% |
| 5Y | +196.6% | +59.9% | +136.7% | +105.6% |
| 10Y | +343.8% | +224.6% | +119.2% | +62.2% |
| All | +343.8% | +224.4% | +119.4% | +62.2% |
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