+48.2%
OMC vs FE
+123.7%
-75.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +10.6% | +3.9% | +6.8% | +9.3% |
| 3M | +2.6% | -0.1% | +2.7% | +2.6% |
| 6M | +16.6% | +6.1% | +10.5% | +14.2% |
| YTD | +10.9% | +8.1% | +2.8% | +7.8% |
| 1Y | +22.1% | +4.4% | +17.7% | +20.0% |
| 3Y | +27.5% | +49.0% | -21.5% | +10.4% |
| 5Y | +50.6% | +46.1% | +4.5% | +29.7% |
| All | +48.2% | +123.7% | -75.5% | +20.9% |
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