+9.5%
OXY vs VT
+223.7%
-214.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -4.3% |
| 7D | -8.2% | +0.4% | -8.5% | -9.0% |
| 30D | -7.2% | -2.6% | -4.6% | -4.8% |
| 3M | +0.2% | -3.2% | +3.4% | +3.3% |
| 6M | +6.1% | +0.9% | +5.2% | +2.2% |
| YTD | +37.5% | +11.3% | +26.2% | +13.6% |
| 1Y | +37.7% | +14.0% | +23.7% | +9.7% |
| 3Y | -2.8% | +75.8% | -78.6% | -59.0% |
| 5Y | +77.6% | +57.8% | +19.8% | -13.0% |
| 10Y | +9.5% | +219.8% | -210.3% | -73.1% |
| All | +9.5% | +223.7% | -214.2% | -73.1% |
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