+300.9%
OTEX vs VT
+374.2%
-73.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -3.5% | +0.4% | -3.9% | -3.8% |
| 30D | -5.6% | +1.0% | -6.5% | -6.3% |
| 3M | +3.6% | +2.4% | +1.2% | +1.2% |
| 6M | -1.1% | +12.0% | -13.2% | -10.4% |
| YTD | -24.0% | +15.3% | -39.3% | -32.6% |
| 1Y | -24.8% | +22.6% | -47.3% | -36.5% |
| 3Y | -34.1% | +74.7% | -108.7% | -57.6% |
| 5Y | -48.8% | +66.1% | -115.0% | -65.5% |
| 10Y | -4.1% | +225.0% | -229.1% | -59.3% |
| All | +300.9% | +374.2% | -73.3% | +47.6% |
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 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