-70.3%
OSTX vs VT
+40.7%
-111.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | -25.5% | +2.4% | -27.9% | -27.7% |
| 30D | -46.4% | -1.5% | -44.9% | -45.1% |
| 3M | -53.4% | -4.1% | -49.3% | -50.8% |
| 6M | -58.4% | +0.6% | -58.9% | -58.3% |
| YTD | -46.8% | +11.0% | -57.8% | -52.2% |
| 1Y | -59.1% | +13.3% | -72.4% | -63.9% |
| All | -70.3% | +40.7% | -111.0% | -76.8% |
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