-66.6%
OZ vs VT
+63.4%
-129.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -3.0% | -1.6% | -1.4% | -2.7% |
| 30D | -18.1% | -2.5% | -15.6% | -17.8% |
| 3M | -26.3% | -1.3% | -25.0% | -26.2% |
| 6M | -33.6% | +3.1% | -36.7% | -34.0% |
| YTD | -48.5% | +10.9% | -59.4% | -49.5% |
| 1Y | -50.7% | +12.1% | -62.8% | -51.8% |
| 3Y | -51.4% | +73.9% | -125.3% | -55.7% |
| 5Y | -67.3% | +58.0% | -125.2% | -70.1% |
| All | -66.6% | +63.4% | -129.9% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling