-100.0%
OPTT vs VT
+346.0%
-446.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.2% | +12.9% | +12.9% |
| 7D | +4.9% | -2.3% | +7.2% | +8.4% |
| 30D | -55.2% | -5.0% | -50.3% | -52.0% |
| 3M | -92.0% | -4.9% | -87.2% | -91.4% |
| 6M | -96.0% | -1.5% | -94.5% | -95.8% |
| YTD | +43.3% | +8.5% | +34.8% | +37.1% |
| 1Y | +2.4% | +11.4% | -9.0% | -4.0% |
| 3Y | +48.3% | +70.1% | -21.8% | +0.1% |
| 5Y | -79.7% | +53.7% | -133.4% | -84.9% |
| 10Y | -99.0% | +220.0% | -319.0% | -99.6% |
| All | -100.0% | +346.0% | -446.0% | -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