+640.3%
OPY vs VT
+217.6%
+422.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.2% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | -20.1% | -3.1% | -17.0% | -16.8% |
| 3M | -18.3% | -3.5% | -14.8% | -14.6% |
| 6M | -4.4% | +0.5% | -4.8% | -4.5% |
| YTD | +26.7% | +10.8% | +16.0% | +13.1% |
| 1Y | +37.5% | +11.9% | +25.6% | +21.3% |
| 3Y | +149.5% | +73.0% | +76.5% | +34.0% |
| 5Y | +91.6% | +58.6% | +33.0% | +13.3% |
| 10Y | +640.3% | +219.2% | +421.1% | +118.5% |
| All | +640.3% | +217.6% | +422.6% | +118.5% |
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 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