+218.3%
OUSA vs VT
+216.5%
+1.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.1% | -1.6% | +2.7% | +2.3% |
| 30D | +6.0% | -2.5% | +8.5% | +8.0% |
| 3M | +3.4% | -1.3% | +4.7% | +4.3% |
| 6M | +9.9% | +3.1% | +6.8% | +6.7% |
| YTD | +10.8% | +10.9% | -0.2% | +1.3% |
| 1Y | +15.1% | +12.1% | +3.1% | +4.3% |
| 3Y | +54.5% | +73.9% | -19.4% | -2.3% |
| 5Y | +54.9% | +58.0% | -3.1% | +5.1% |
| 10Y | +195.8% | +225.5% | -29.7% | +12.1% |
| All | +218.3% | +216.5% | +1.7% | +23.8% |
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