+33.4%
OMC vs FE
+113.1%
-79.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -5.8% | +0.6% | -6.4% | -5.9% |
| 30D | -4.8% | -2.1% | -2.7% | -4.2% |
| 3M | +9.2% | +2.6% | +6.6% | +8.2% |
| 6M | -2.5% | -6.8% | +4.3% | -0.4% |
| YTD | +2.6% | +6.9% | -4.3% | +0.1% |
| 1Y | +5.9% | +11.6% | -5.6% | +1.9% |
| 3Y | +14.2% | +47.7% | -33.5% | -0.9% |
| 5Y | +33.2% | +46.2% | -13.0% | +14.8% |
| 10Y | +33.4% | +109.2% | -75.8% | +9.4% |
| All | +33.4% | +113.1% | -79.7% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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