+80.5%
OVF vs VT
+141.8%
-61.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +0.9% | +1.3% |
| 7D | +0.3% | -0.3% | +0.7% | +0.6% |
| 30D | -1.8% | -1.4% | -0.4% | -0.6% |
| 3M | -3.0% | -1.4% | -1.6% | -1.7% |
| 6M | +3.2% | +5.5% | -2.2% | -0.8% |
| YTD | +12.9% | +12.8% | +0.1% | +3.2% |
| 1Y | +18.2% | +15.4% | +2.7% | +6.1% |
| 3Y | +76.6% | +76.9% | -0.2% | +15.6% |
| 5Y | +51.1% | +60.4% | -9.3% | +5.2% |
| All | +80.5% | +141.8% | -61.2% | -5.2% |
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 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