+31.8%
OMC vs FTV
+80.1%
-48.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.7% |
| 7D | -6.2% | -5.2% | -1.0% | -3.6% |
| 30D | -7.6% | -11.5% | +4.0% | -1.6% |
| 3M | +7.4% | -9.0% | +16.4% | +12.7% |
| 6M | +0.1% | -2.0% | +2.2% | +0.8% |
| YTD | +0.4% | -0.9% | +1.4% | +0.2% |
| 1Y | +7.8% | +14.8% | -7.0% | -0.6% |
| 3Y | +11.8% | -5.5% | +17.3% | +11.9% |
| 5Y | +32.5% | -1.9% | +34.3% | +27.5% |
| All | +31.8% | +80.1% | -48.3% | -3.9% |
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