-66.5%
OZ vs VT
+59.8%
-126.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | -1.3% | -2.3% | +1.0% | -0.9% |
| 30D | -17.1% | -5.0% | -12.1% | -16.3% |
| 3M | -29.3% | -4.9% | -24.4% | -28.7% |
| 6M | -34.0% | -1.5% | -32.5% | -33.8% |
| YTD | -48.4% | +8.5% | -56.9% | -49.2% |
| 1Y | -46.8% | +11.4% | -58.1% | -47.8% |
| 3Y | -50.2% | +70.1% | -120.2% | -54.3% |
| 5Y | -66.5% | +53.7% | -120.2% | -69.2% |
| All | -66.5% | +59.8% | -126.3% | -69.4% |
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