-99.7%
OLB vs VT
+57.5%
-157.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.9% |
| 7D | -1.7% | -0.1% | -1.6% | -1.4% |
| 30D | -65.0% | -3.1% | -61.9% | -63.3% |
| 3M | -44.0% | -3.5% | -40.5% | -40.8% |
| 6M | -64.2% | +0.5% | -64.7% | -64.2% |
| YTD | -72.0% | +10.8% | -82.8% | -75.7% |
| 1Y | -83.5% | +11.9% | -95.4% | -85.8% |
| 3Y | -97.2% | +73.0% | -170.1% | -98.7% |
| 5Y | -99.7% | +58.6% | -158.3% | -99.8% |
| All | -99.7% | +57.5% | -157.3% | -99.8% |
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