+84.3%
OPTZ vs VT
+58.6%
+25.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +1.5% | +0.4% | +1.0% | +0.9% |
| 30D | -1.0% | +1.0% | -1.9% | -2.2% |
| 3M | -2.1% | +2.4% | -4.5% | -4.7% |
| 6M | +20.7% | +12.0% | +8.7% | +5.2% |
| YTD | +28.5% | +15.3% | +13.1% | +7.9% |
| 1Y | +37.3% | +22.6% | +14.7% | +6.9% |
| All | +84.3% | +58.6% | +25.7% | +8.5% |
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