+274.9%
OR vs VT
+231.8%
+43.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +6.3% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | +0.1% | -1.4% | +1.6% | +1.1% |
| 3M | +12.4% | -1.4% | +13.8% | +13.5% |
| 6M | -4.0% | +5.5% | -9.5% | -6.1% |
| YTD | -2.0% | +12.8% | -14.8% | -7.0% |
| 1Y | +12.5% | +15.4% | -2.9% | +5.6% |
| 3Y | +175.8% | +76.9% | +98.9% | +110.4% |
| 5Y | +196.9% | +60.4% | +136.5% | +132.6% |
| 10Y | +274.9% | +232.8% | +42.1% | +131.8% |
| All | +274.9% | +231.8% | +43.1% | +131.8% |
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 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