-99.5%
OM vs VT
+111.6%
-211.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.2% |
| 7D | +1.7% | -0.1% | +1.8% | +2.0% |
| 30D | +4.2% | -3.1% | +7.3% | +9.8% |
| 3M | -14.4% | -3.5% | -10.9% | -9.1% |
| 6M | +14.2% | +0.5% | +13.7% | +14.0% |
| YTD | +13.7% | +10.8% | +3.0% | -2.4% |
| 1Y | -65.0% | +11.9% | -76.9% | -70.6% |
| 3Y | -92.4% | +73.0% | -165.3% | -96.9% |
| 5Y | -99.5% | +58.6% | -158.1% | -99.8% |
| All | -99.5% | +111.6% | -211.1% | -99.8% |
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