-51.9%
OZ vs VT
+69.8%
-121.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.7% | +0.4% | +0.2% | +0.6% |
| 30D | -3.3% | +1.0% | -4.2% | -3.4% |
| 3M | +2.5% | +2.4% | +0.1% | +2.1% |
| 6M | -6.3% | +12.0% | -18.3% | -8.2% |
| YTD | -25.9% | +15.3% | -41.2% | -27.8% |
| 1Y | -25.0% | +22.6% | -47.6% | -27.6% |
| 3Y | -46.4% | +74.7% | -121.1% | -51.2% |
| All | -51.9% | +69.8% | -121.7% | -56.5% |
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