+7.5%
OTEX vs VT
+221.8%
-214.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | 0.0% | +2.4% | -2.3% | -2.4% |
| 30D | -0.4% | -1.5% | +1.1% | +0.9% |
| 3M | +1.1% | -4.1% | +5.2% | +5.3% |
| 6M | +11.4% | +0.6% | +10.9% | +9.7% |
| YTD | -21.1% | +11.0% | -32.1% | -30.2% |
| 1Y | -24.4% | +13.3% | -37.7% | -34.6% |
| 3Y | -24.8% | +73.4% | -98.2% | -58.5% |
| 5Y | -43.3% | +57.4% | -100.8% | -65.1% |
| All | +7.5% | +221.8% | -214.2% | -67.3% |
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 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