+591.3%
OLED vs VT
+374.2%
+217.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -0.8% | +0.4% | -1.2% | -1.4% |
| 30D | -4.2% | +1.0% | -5.2% | -5.4% |
| 3M | -8.2% | +2.4% | -10.6% | -10.9% |
| 6M | -18.0% | +12.0% | -30.0% | -30.3% |
| YTD | -28.7% | +15.3% | -44.1% | -41.8% |
| 1Y | -42.1% | +22.6% | -64.6% | -56.5% |
| 3Y | -48.0% | +74.7% | -122.6% | -75.1% |
| 5Y | -58.5% | +66.1% | -124.6% | -77.8% |
| 10Y | +53.0% | +225.0% | -172.0% | -64.3% |
| All | +591.3% | +374.2% | +217.1% | +12.2% |
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