+63.0%
OALC vs VT
+58.0%
+5.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | -0.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.5% |
| 30D | -4.0% | -2.6% | -1.4% | -1.5% |
| 3M | -4.4% | -3.2% | -1.2% | -1.3% |
| 6M | +2.0% | +0.9% | +1.1% | +1.1% |
| YTD | +13.9% | +11.3% | +2.5% | +2.4% |
| 1Y | +15.9% | +14.0% | +1.9% | +1.8% |
| 3Y | +80.6% | +75.8% | +4.8% | +3.7% |
| All | +63.0% | +58.0% | +5.1% | +5.2% |
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