+76.0%
OAEM vs VT
+89.2%
-13.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -1.4% |
| 7D | -9.6% | -4.2% | -5.4% | -5.2% |
| 30D | -16.4% | -5.8% | -10.6% | -10.6% |
| 3M | -11.8% | -5.2% | -6.5% | -6.2% |
| 6M | -11.1% | +0.1% | -11.3% | -10.2% |
| YTD | +15.0% | +8.2% | +6.8% | +8.1% |
| 1Y | +20.8% | +10.1% | +10.6% | +11.7% |
| 3Y | +59.9% | +69.7% | -9.7% | -1.2% |
| All | +76.0% | +89.2% | -13.2% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling