-28.1%
OVID vs VT
+53.2%
-81.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.8% | -1.3% |
| 7D | +0.8% | -4.2% | +5.0% | +5.9% |
| 30D | +8.9% | -5.8% | +14.7% | +16.8% |
| 3M | -1.5% | -5.2% | +3.7% | +5.1% |
| 6M | -8.8% | +0.1% | -9.0% | -8.7% |
| YTD | +58.3% | +8.2% | +50.0% | +44.4% |
| 1Y | +94.0% | +10.1% | +83.9% | +74.6% |
| 3Y | -27.7% | +69.7% | -97.4% | -55.8% |
| 5Y | -28.1% | +53.4% | -81.5% | -52.5% |
| All | -28.1% | +53.2% | -81.3% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling