+56.4%
OSEA vs VT
+101.9%
-45.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | -2.6% | +1.0% | -3.6% | -3.5% |
| 3M | -0.8% | +2.4% | -3.2% | -3.0% |
| 6M | -0.3% | +12.0% | -12.3% | -10.4% |
| YTD | +0.2% | +15.3% | -15.1% | -12.3% |
| 1Y | +5.4% | +22.6% | -17.2% | -12.9% |
| 3Y | +28.5% | +74.7% | -46.1% | -24.1% |
| All | +56.4% | +101.9% | -45.4% | -18.3% |
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