-85.4%
OPXS vs VT
+389.6%
-475.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -10.3% | -2.3% | -8.0% | -9.2% |
| 30D | -19.5% | -5.0% | -14.6% | -17.5% |
| 3M | -32.0% | -4.9% | -27.1% | -30.4% |
| 6M | -24.5% | -1.5% | -23.0% | -23.8% |
| YTD | -42.2% | +8.5% | -50.7% | -44.1% |
| 1Y | -49.0% | +11.4% | -60.4% | -51.3% |
| 3Y | +109.2% | +70.1% | +39.1% | +67.2% |
| 5Y | +316.2% | +53.7% | +262.5% | +244.1% |
| 10Y | +1,206.7% | +220.0% | +986.7% | +618.2% |
| All | -85.4% | +389.6% | -475.0% | -93.9% |
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 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