-100.0%
OPTT vs VT
+345.0%
-445.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.6% | -8.7% |
| 7D | -9.5% | -4.2% | -5.4% | -4.3% |
| 30D | -64.2% | -5.8% | -58.4% | -61.2% |
| 3M | -93.0% | -5.2% | -87.7% | -92.4% |
| 6M | -96.4% | +0.1% | -96.5% | -96.3% |
| YTD | +26.7% | +8.2% | +18.4% | +21.5% |
| 1Y | -17.4% | +10.1% | -27.5% | -21.7% |
| 3Y | +31.0% | +69.7% | -38.6% | -11.3% |
| 5Y | -82.1% | +53.4% | -135.5% | -86.6% |
| 10Y | -99.1% | +219.2% | -318.4% | -99.6% |
| All | -100.0% | +345.0% | -445.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling