+27.7%
OAEM vs VT
+13.0%
+14.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | -1.5% |
| 7D | -1.4% | +0.4% | -1.8% | -2.1% |
| 30D | -10.1% | -2.6% | -7.5% | -5.9% |
| 3M | -6.0% | -3.2% | -2.7% | -0.4% |
| 6M | -8.9% | +0.9% | -9.9% | -9.4% |
| YTD | +21.3% | +11.3% | +10.0% | +5.8% |
| All | +27.7% | +13.0% | +14.7% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling