-48.8%
OZ vs VT
+76.6%
-125.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -16.5% | -1.4% | -15.0% | -16.2% |
| 3M | -26.3% | -1.4% | -24.9% | -26.1% |
| 6M | -32.5% | +5.5% | -38.0% | -33.4% |
| YTD | -47.0% | +12.8% | -59.9% | -48.7% |
| 1Y | -47.9% | +15.4% | -63.3% | -49.8% |
| All | -48.8% | +76.6% | -125.4% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling