-64.0%
OLMA vs VT
+66.2%
-130.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.7% | +0.4% | +4.2% | +4.0% |
| 30D | -7.2% | +1.0% | -8.1% | -8.3% |
| 3M | +0.7% | +2.4% | -1.7% | -2.6% |
| 6M | -55.8% | +12.0% | -67.8% | -62.3% |
| YTD | -57.0% | +15.3% | -72.3% | -64.8% |
| 1Y | +69.3% | +22.6% | +46.7% | +26.0% |
| 3Y | +1.3% | +74.7% | -73.4% | -56.4% |
| All | -64.0% | +66.2% | -130.2% | -78.1% |
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