-97.2%
OLB vs VT
+69.4%
-166.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.1% | -4.5% | -3.3% |
| 7D | -35.7% | -4.2% | -31.5% | -31.7% |
| 30D | -57.6% | -5.8% | -51.8% | -54.1% |
| 3M | -42.7% | -5.2% | -37.4% | -38.0% |
| 6M | -67.2% | +0.1% | -67.4% | -66.9% |
| YTD | -72.0% | +8.2% | -80.2% | -74.4% |
| 1Y | -82.6% | +10.1% | -92.7% | -84.4% |
| All | -97.2% | +69.4% | -166.5% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling