-99.7%
OLB vs VT
+59.7%
-159.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +5.4% |
| 7D | -32.0% | -0.3% | -31.7% | -31.4% |
| 30D | +0.9% | -1.4% | +2.3% | +3.4% |
| 3M | -40.5% | -1.4% | -39.2% | -38.9% |
| 6M | -65.5% | +5.5% | -71.0% | -67.9% |
| YTD | -69.3% | +12.8% | -82.2% | -74.0% |
| 1Y | -81.7% | +15.4% | -97.2% | -85.0% |
| 3Y | -96.9% | +76.9% | -173.8% | -98.6% |
| All | -99.7% | +59.7% | -159.4% | -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