+52.7%
EFA vs OMC
+30.5%
+22.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.1% |
| 7D | -1.5% | -4.4% | +2.8% | -0.5% |
| 30D | -1.7% | -7.6% | +5.9% | +0.1% |
| 3M | +3.5% | +4.5% | -1.0% | +1.7% |
| 6M | +9.5% | -0.3% | +9.7% | +8.8% |
| YTD | +12.9% | -0.1% | +13.0% | +11.6% |
| 1Y | +18.2% | +4.6% | +13.6% | +14.7% |
| 3Y | +64.8% | +10.5% | +54.4% | +52.6% |
| All | +52.7% | +30.5% | +22.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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