+167.8%
OR vs VT
+235.6%
-67.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.7% | -1.6% | -4.1% | -4.7% |
| 30D | -6.7% | -2.5% | -4.2% | -5.2% |
| 3M | +5.9% | -1.3% | +7.2% | +7.0% |
| 6M | -12.0% | +3.1% | -15.1% | -12.9% |
| YTD | -8.6% | +10.9% | -19.5% | -12.6% |
| 1Y | +1.6% | +12.1% | -10.5% | -3.3% |
| 3Y | +157.2% | +73.9% | +83.3% | +96.3% |
| 5Y | +172.2% | +58.0% | +114.2% | +113.8% |
| 10Y | +243.0% | +225.5% | +17.5% | +70.5% |
| All | +167.8% | +235.6% | -67.8% | +36.4% |
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