+54.7%
OLED vs VT
+224.4%
-169.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -1.6% |
| 7D | +1.1% | -0.7% | +1.8% | +2.0% |
| 30D | +20.6% | -1.7% | +22.3% | +23.5% |
| 3M | -3.1% | -2.3% | -0.8% | +0.3% |
| 6M | +0.9% | +1.5% | -0.7% | -1.4% |
| YTD | -21.1% | +12.0% | -33.2% | -34.4% |
| 1Y | -22.5% | +12.9% | -35.4% | -36.2% |
| 3Y | -39.4% | +74.9% | -114.4% | -73.8% |
| 5Y | -43.0% | +59.9% | -102.9% | -70.7% |
| 10Y | +54.7% | +224.6% | -169.9% | -76.8% |
| All | +54.7% | +224.4% | -169.6% | -76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling