-96.2%
OTLY vs VT
+65.7%
-161.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -5.6% |
| 7D | -13.5% | -0.1% | -13.3% | -13.2% |
| 30D | -3.9% | -0.7% | -3.2% | -2.9% |
| 3M | +51.2% | +4.0% | +47.2% | +38.8% |
| 6M | +16.2% | +12.3% | +3.9% | -8.2% |
| YTD | +18.0% | +14.0% | +3.9% | -8.4% |
| 1Y | -27.8% | +20.3% | -48.1% | -49.4% |
| 3Y | -43.7% | +75.4% | -119.1% | -82.3% |
| 5Y | -96.2% | +66.0% | -162.1% | -98.5% |
| All | -96.2% | +65.7% | -161.9% | -98.5% |
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