+950.8%
VTI vs OKE
+3,500.3%
-2,549.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -0.9% | +1.2% | -2.1% | -1.3% |
| 30D | -1.4% | +4.5% | -5.9% | -2.9% |
| 3M | +3.6% | +9.6% | -6.0% | +0.2% |
| 6M | +13.6% | +15.4% | -1.8% | +7.4% |
| YTD | +12.9% | +36.5% | -23.5% | +0.7% |
| 1Y | +17.2% | +39.0% | -21.8% | +3.7% |
| 3Y | +75.7% | +74.3% | +1.4% | +42.4% |
| 5Y | +75.4% | +141.2% | -65.8% | +26.2% |
| 10Y | +303.3% | +262.1% | +41.2% | +118.0% |
| All | +950.8% | +3,500.3% | -2,549.5% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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