-20.2%
OTF vs VT
+31.1%
-51.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | +9.2% | +1.0% | +8.2% | +8.5% |
| 3M | +2.9% | +2.4% | +0.5% | +1.4% |
| 6M | +2.4% | +12.0% | -9.6% | -4.5% |
| YTD | -16.0% | +15.3% | -31.4% | -23.4% |
| 1Y | -11.7% | +22.6% | -34.3% | -23.2% |
| All | -20.2% | +31.1% | -51.3% | -34.2% |
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