-73.0%
OLMA vs VT
+59.7%
-132.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +0.3% |
| 7D | +0.7% | -0.3% | +1.0% | +1.2% |
| 30D | -8.6% | -1.4% | -7.2% | -6.6% |
| 3M | -35.9% | -1.4% | -34.5% | -34.5% |
| 6M | -48.5% | +5.5% | -53.9% | -52.1% |
| YTD | -69.8% | +12.8% | -82.7% | -74.5% |
| 1Y | -8.0% | +15.4% | -23.5% | -25.1% |
| 3Y | -54.6% | +76.9% | -131.4% | -80.8% |
| All | -73.0% | +59.7% | -132.7% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling