-13.7%
OZKAP vs VT
+66.2%
-80.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -1.9% | +1.0% | -2.9% | -2.4% |
| 30D | -3.0% | -0.2% | -2.7% | -2.9% |
| 3M | -2.1% | +4.5% | -6.6% | -4.3% |
| 6M | -2.3% | +14.1% | -16.4% | -8.7% |
| YTD | 0.0% | +14.8% | -14.7% | -6.9% |
| 1Y | -3.1% | +21.2% | -24.3% | -12.5% |
| 3Y | +27.6% | +76.6% | -49.0% | -8.5% |
| All | -13.7% | +66.2% | -80.0% | -37.7% |
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