+3.3%
OTEX vs VT
+215.5%
-212.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.1% |
| 7D | -6.5% | -2.3% | -4.2% | -4.3% |
| 30D | +7.4% | -5.0% | +12.3% | +13.0% |
| 3M | -2.1% | -4.9% | +2.8% | +3.0% |
| 6M | +10.4% | -1.5% | +12.0% | +11.1% |
| YTD | -21.1% | +8.5% | -29.6% | -28.5% |
| 1Y | -28.0% | +11.4% | -39.4% | -36.6% |
| 3Y | -22.2% | +70.1% | -92.3% | -56.2% |
| 5Y | -43.6% | +53.7% | -97.3% | -64.4% |
| All | +3.3% | +215.5% | -212.3% | -68.9% |
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