-23.2%
OTF price history and return analytics
+29.6%
-52.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | 0.0% |
| 7D | -4.0% | -0.1% | -3.9% | -3.9% |
| 30D | -3.9% | -0.7% | -3.2% | -3.5% |
| 3M | +0.8% | +4.0% | -3.2% | -1.8% |
| 6M | +0.3% | +12.3% | -12.0% | -6.7% |
| YTD | -19.2% | +14.0% | -33.2% | -25.7% |
| 1Y | -16.6% | +20.3% | -36.9% | -26.5% |
| All | -23.2% | +29.6% | -52.8% | -36.2% |
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