-99.8%
OLB vs VT
+367.9%
-467.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.0% | -5.0% |
| 7D | -14.8% | +0.4% | -15.3% | -15.1% |
| 30D | -13.8% | +1.0% | -14.8% | -14.4% |
| 3M | -43.2% | +2.4% | -45.6% | -44.3% |
| 6M | -60.0% | +12.0% | -72.0% | -63.7% |
| YTD | -57.8% | +15.3% | -73.2% | -62.7% |
| 1Y | -75.5% | +22.6% | -98.1% | -79.3% |
| 3Y | -96.0% | +74.7% | -170.7% | -97.4% |
| 5Y | -99.5% | +66.1% | -165.7% | -99.7% |
| 10Y | -99.1% | +225.0% | -324.1% | -99.6% |
| All | -99.8% | +367.9% | -467.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling