-99.6%
OM vs VT
+120.3%
-219.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -8.9% | +0.4% | -9.3% | -9.5% |
| 30D | -29.9% | +1.0% | -30.9% | -31.1% |
| 3M | -24.1% | +2.4% | -26.5% | -27.0% |
| 6M | +1.7% | +12.0% | -10.3% | -15.5% |
| YTD | -3.2% | +15.3% | -18.6% | -22.5% |
| 1Y | -73.1% | +22.6% | -95.7% | -80.3% |
| 3Y | -98.3% | +74.7% | -172.9% | -99.3% |
| 5Y | -99.5% | +66.1% | -165.7% | -99.8% |
| All | -99.6% | +120.3% | -219.9% | -99.9% |
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