+532.7%
OLP vs VT
+356.1%
+176.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | -1.4% | -1.6% | +0.2% | +0.4% |
| 30D | -0.5% | -2.5% | +2.0% | +2.3% |
| 3M | -8.1% | -1.3% | -6.8% | -6.9% |
| 6M | -0.4% | +3.1% | -3.5% | -4.9% |
| YTD | +14.7% | +10.9% | +3.7% | -0.3% |
| 1Y | +19.0% | +12.1% | +6.9% | +1.9% |
| 3Y | +42.8% | +73.9% | -31.1% | -28.6% |
| 5Y | -1.6% | +58.0% | -59.6% | -45.7% |
| 10Y | +105.3% | +225.5% | -120.2% | -53.6% |
| All | +532.7% | +356.1% | +176.6% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling