+337.2%
OTEX vs VT
+345.0%
-7.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +1.5% |
| 7D | -3.5% | -4.2% | +0.7% | -0.2% |
| 30D | +15.0% | -5.8% | +20.8% | +20.5% |
| 3M | +3.0% | -5.2% | +8.2% | +7.4% |
| 6M | +13.8% | +0.1% | +13.7% | +12.9% |
| YTD | -17.1% | +8.2% | -25.3% | -22.8% |
| 1Y | -28.4% | +10.1% | -38.5% | -34.2% |
| 3Y | -19.8% | +69.7% | -89.5% | -47.4% |
| 5Y | -40.7% | +53.4% | -94.1% | -57.5% |
| 10Y | +9.9% | +219.2% | -209.4% | -52.5% |
| All | +337.2% | +345.0% | -7.8% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling