-99.7%
OLB vs VT
+53.2%
-152.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.1% | -4.5% | -2.9% |
| 7D | -35.7% | -4.2% | -31.5% | -31.3% |
| 30D | -57.6% | -5.8% | -51.8% | -53.8% |
| 3M | -42.7% | -5.2% | -37.4% | -37.6% |
| 6M | -67.2% | +0.1% | -67.4% | -67.1% |
| YTD | -72.0% | +8.2% | -80.2% | -74.8% |
| 1Y | -82.6% | +10.1% | -92.7% | -84.7% |
| 3Y | -97.2% | +69.7% | -166.8% | -98.6% |
| 5Y | -99.7% | +53.4% | -153.1% | -99.8% |
| All | -99.7% | +53.2% | -152.9% | -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