+576.2%
OPY vs VT
+221.8%
+354.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | +0.1% |
| 7D | -1.4% | +2.4% | -3.8% | -4.0% |
| 30D | -13.2% | -1.5% | -11.7% | -11.3% |
| 3M | -22.2% | -4.1% | -18.1% | -18.1% |
| 6M | -4.8% | +0.6% | -5.4% | -5.0% |
| YTD | +24.5% | +11.0% | +13.4% | +10.8% |
| 1Y | +33.7% | +13.3% | +20.3% | +16.2% |
| 3Y | +146.3% | +73.4% | +72.9% | +31.8% |
| 5Y | +86.8% | +57.4% | +29.4% | +11.6% |
| All | +576.2% | +221.8% | +354.5% | +87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling