+67.4%
OPTZ vs VT
+49.2%
+18.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +0.9% |
| 7D | -4.1% | -2.3% | -1.7% | -1.1% |
| 30D | -8.8% | -5.0% | -3.8% | -2.5% |
| 3M | -9.7% | -4.9% | -4.8% | -3.5% |
| 6M | -3.8% | -1.5% | -2.3% | -1.3% |
| YTD | +16.7% | +8.5% | +8.2% | +6.2% |
| 1Y | +22.0% | +11.4% | +10.6% | +7.4% |
| All | +67.4% | +49.2% | +18.2% | +6.8% |
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