+50.2%
OMC vs FTV
+109.2%
-59.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.9% | +3.9% | -2.0% | -0.1% |
| 30D | +12.2% | +18.7% | -6.5% | +2.7% |
| 3M | +0.6% | +10.0% | -9.4% | -4.4% |
| 6M | +21.0% | +14.6% | +6.4% | +12.6% |
| YTD | +12.4% | +23.4% | -11.1% | -0.1% |
| 1Y | +25.4% | +31.3% | -5.9% | +8.0% |
| 3Y | +29.2% | +39.8% | -10.6% | +5.8% |
| 5Y | +52.6% | +17.7% | +34.9% | +33.7% |
| All | +50.2% | +109.2% | -59.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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