-55.1%
OLMA vs VT
+69.4%
-124.4%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -4.1% | -6.3% | -5.7% |
| 7D | -7.8% | -4.2% | -3.6% | -2.8% |
| 30D | -14.6% | -5.8% | -8.8% | -8.3% |
| 3M | -41.6% | -5.2% | -36.4% | -37.6% |
| 6M | -53.8% | +0.1% | -54.0% | -53.6% |
| YTD | -73.0% | +8.2% | -81.2% | -75.0% |
| 1Y | -15.0% | +10.1% | -25.1% | -22.9% |
| All | -55.1% | +69.4% | -124.4% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling