-62.7%
OPTT vs VT
+23.4%
-86.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.0% | +10.7% | +8.7% |
| 7D | +5.6% | +0.1% | +5.4% | +5.4% |
| 30D | +5.6% | +0.8% | +4.7% | +3.3% |
| 3M | -52.5% | +2.8% | -55.3% | -55.2% |
| 6M | -53.7% | +13.0% | -66.6% | -66.7% |
| YTD | -36.7% | +15.4% | -52.0% | -57.7% |
| All | -62.7% | +23.4% | -86.1% | -77.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling