-85.0%
OLMA vs VT
+95.5%
-180.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.1% |
| 7D | +4.7% | -2.3% | +7.0% | +8.6% |
| 30D | -7.7% | -5.0% | -2.7% | -0.4% |
| 3M | -37.9% | -4.9% | -33.0% | -33.1% |
| 6M | -51.7% | -1.5% | -50.2% | -50.5% |
| YTD | -70.7% | +8.5% | -79.2% | -73.7% |
| 1Y | -10.5% | +11.4% | -21.9% | -23.0% |
| 3Y | -51.3% | +70.1% | -121.4% | -77.8% |
| 5Y | -73.7% | +53.7% | -127.4% | -84.2% |
| All | -85.0% | +95.5% | -180.6% | -91.6% |
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