-90.6%
OPTT vs VT
+66.2%
-156.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +11.8% | +0.4% | +11.3% | +11.1% |
| 30D | +5.6% | +1.0% | +4.6% | +4.1% |
| 3M | -51.3% | +2.4% | -53.7% | -52.3% |
| 6M | -54.8% | +12.0% | -66.8% | -61.2% |
| YTD | -36.7% | +15.3% | -52.0% | -47.5% |
| 1Y | -62.7% | +22.6% | -85.3% | -71.3% |
| 3Y | -57.8% | +74.7% | -132.4% | -79.2% |
| All | -90.6% | +66.2% | -156.8% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling