-96.7%
OTLY vs VT
+77.5%
-174.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.1% |
| 7D | -8.0% | +1.0% | -9.0% | -9.6% |
| 30D | -1.5% | -0.2% | -1.2% | -1.2% |
| 3M | +64.3% | +4.5% | +59.7% | +49.6% |
| 6M | +24.8% | +14.1% | +10.8% | -3.8% |
| YTD | +26.5% | +14.8% | +11.7% | -2.5% |
| 1Y | -22.9% | +21.2% | -44.1% | -46.4% |
| 3Y | -39.6% | +76.6% | -116.2% | -80.7% |
| 5Y | -96.0% | +66.6% | -162.6% | -98.5% |
| All | -96.7% | +77.5% | -174.2% | -98.7% |
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