+0.4%
OSS vs VT
+137.6%
-137.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -27.5% | -1.6% | -25.9% | -25.9% |
| 30D | -43.4% | -2.5% | -40.9% | -41.3% |
| 3M | -62.5% | -1.3% | -61.2% | -61.4% |
| 6M | -51.1% | +3.1% | -54.2% | -51.2% |
| YTD | -31.8% | +10.9% | -42.7% | -36.3% |
| 1Y | -4.5% | +12.1% | -16.5% | -11.1% |
| 3Y | +131.1% | +73.9% | +57.2% | +42.2% |
| 5Y | -10.9% | +58.0% | -68.9% | -40.3% |
| All | +0.4% | +137.6% | -137.2% | -56.5% |
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