-98.2%
OM vs VT
+75.0%
-173.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -8.9% | +0.4% | -9.3% | -9.6% |
| 30D | -29.9% | +1.0% | -30.9% | -31.2% |
| 3M | -24.1% | +2.4% | -26.5% | -27.2% |
| 6M | +1.7% | +12.0% | -10.3% | -16.9% |
| YTD | -3.2% | +15.3% | -18.6% | -24.0% |
| 1Y | -73.1% | +22.6% | -95.7% | -80.8% |
| All | -98.2% | +75.0% | -173.2% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling