+497.6%
OVLY vs VT
+374.2%
+123.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +4.3% | +1.0% | +3.3% | +3.9% |
| 3M | +4.8% | +2.4% | +2.4% | +3.8% |
| 6M | +6.4% | +12.0% | -5.6% | +2.2% |
| YTD | +18.7% | +15.3% | +3.4% | +13.0% |
| 1Y | +22.4% | +22.6% | -0.2% | +14.1% |
| 3Y | +42.6% | +74.7% | -32.0% | +19.6% |
| 5Y | +116.2% | +66.1% | +50.1% | +82.8% |
| 10Y | +313.4% | +225.0% | +88.4% | +206.1% |
| All | +497.6% | +374.2% | +123.4% | +337.4% |
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