+4.6%
OMC vs VCLT
-4.4%
+9.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.4% | -1.4% | -3.0% | -3.2% |
| 30D | -7.6% | -1.2% | -6.4% | -6.7% |
| 3M | +4.5% | -4.8% | +9.3% | +8.5% |
| 6M | -0.3% | -2.6% | +2.3% | +1.6% |
| YTD | -0.1% | -3.3% | +3.2% | +3.0% |
| 1Y | +4.6% | -4.8% | +9.5% | +9.3% |
| All | +4.6% | -4.4% | +9.0% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling