-22.9%
OTF price history and return analytics
+30.5%
-53.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | -5.3% | +1.0% | -6.3% | -5.9% |
| 30D | -6.0% | -0.2% | -5.7% | -5.8% |
| 3M | +0.6% | +4.5% | -4.0% | -2.4% |
| 6M | -0.2% | +14.1% | -14.2% | -8.1% |
| YTD | -18.8% | +14.8% | -33.6% | -25.7% |
| 1Y | -16.2% | +21.2% | -37.4% | -26.6% |
| All | -22.9% | +30.5% | -53.3% | -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 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