-86.2%
OLMA vs VT
+95.1%
-181.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.1% | -6.3% | -4.8% |
| 7D | -7.8% | -4.2% | -3.6% | -1.8% |
| 30D | -14.6% | -5.8% | -8.8% | -6.9% |
| 3M | -41.6% | -5.2% | -36.4% | -36.8% |
| 6M | -53.8% | +0.1% | -54.0% | -53.7% |
| YTD | -73.0% | +8.2% | -81.2% | -75.7% |
| 1Y | -15.0% | +10.1% | -25.1% | -25.7% |
| 3Y | -59.3% | +69.7% | -128.9% | -81.4% |
| 5Y | -75.8% | +53.4% | -129.1% | -85.4% |
| All | -86.2% | +95.1% | -181.3% | -92.2% |
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 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