-4.5%
OSS vs VT
+141.6%
-146.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -7.0% |
| 7D | -25.4% | -0.3% | -25.1% | -25.1% |
| 30D | -44.1% | -1.4% | -42.6% | -42.8% |
| 3M | -67.3% | -1.4% | -66.0% | -66.5% |
| 6M | -52.3% | +5.5% | -57.7% | -53.6% |
| YTD | -35.1% | +12.8% | -47.9% | -40.8% |
| 1Y | -1.3% | +15.4% | -16.7% | -11.4% |
| 3Y | +119.8% | +76.9% | +42.9% | +32.3% |
| 5Y | -14.2% | +60.4% | -74.6% | -43.6% |
| All | -4.5% | +141.6% | -146.1% | -59.6% |
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