-99.5%
OM vs VT
+115.5%
-215.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.3% | +4.2% |
| 7D | +2.3% | -0.3% | +2.6% | +3.0% |
| 30D | +8.3% | -1.4% | +9.7% | +11.2% |
| 3M | -14.9% | -1.4% | -13.5% | -12.8% |
| 6M | +2.5% | +5.5% | -2.9% | -6.0% |
| YTD | +19.7% | +12.8% | +6.8% | -0.3% |
| 1Y | -65.2% | +15.4% | -80.7% | -72.2% |
| 3Y | -93.0% | +76.9% | -169.9% | -97.3% |
| 5Y | -99.5% | +60.4% | -159.9% | -99.8% |
| All | -99.5% | +115.5% | -215.0% | -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 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