+32.5%
OMC vs EFV
+94.1%
-61.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -6.2% | -2.0% | -4.2% | -4.7% |
| 30D | -7.6% | -0.2% | -7.4% | -7.4% |
| 3M | +7.4% | +9.1% | -1.7% | +0.3% |
| 6M | +0.1% | +11.7% | -11.5% | -8.5% |
| YTD | +0.4% | +17.0% | -16.6% | -12.1% |
| 1Y | +7.8% | +26.7% | -18.9% | -11.9% |
| 3Y | +11.8% | +90.2% | -78.3% | -36.1% |
| 5Y | +32.5% | +96.1% | -63.6% | -25.5% |
| All | +32.5% | +94.1% | -61.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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