-67.4%
OZ vs VT
+53.2%
-120.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -4.5% |
| 7D | -4.1% | -4.2% | 0.0% | -3.4% |
| 30D | -20.4% | -5.8% | -14.6% | -19.5% |
| 3M | -34.5% | -5.2% | -29.3% | -33.9% |
| 6M | -35.8% | +0.1% | -35.9% | -35.8% |
| YTD | -49.8% | +8.2% | -58.1% | -50.6% |
| 1Y | -50.0% | +10.1% | -60.1% | -50.9% |
| 3Y | -52.7% | +69.7% | -122.4% | -56.6% |
| 5Y | -67.4% | +53.4% | -120.8% | -70.1% |
| All | -67.4% | +53.2% | -120.6% | -70.1% |
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 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