-99.9%
OTLK vs VT
+223.7%
-323.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +2.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.4% |
| 30D | -23.4% | -2.6% | -20.8% | -21.2% |
| 3M | -55.0% | -3.2% | -51.8% | -53.4% |
| 6M | +107.7% | +0.9% | +106.7% | +107.2% |
| YTD | -70.9% | +11.3% | -82.3% | -73.4% |
| 1Y | -61.4% | +14.0% | -75.4% | -65.6% |
| 3Y | -94.8% | +75.8% | -170.7% | -96.8% |
| 5Y | -98.9% | +57.8% | -156.7% | -99.2% |
| 10Y | -99.9% | +219.8% | -319.7% | -100.0% |
| All | -99.9% | +223.7% | -323.6% | -100.0% |
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