+11.1%
OMC vs VEU
+72.0%
-60.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +2.2% |
| 7D | -6.2% | -1.9% | -4.3% | -5.3% |
| 30D | -7.6% | -0.7% | -6.8% | -7.2% |
| 3M | +7.4% | +4.9% | +2.5% | +4.1% |
| 6M | +0.1% | +9.8% | -9.7% | -6.2% |
| YTD | +0.4% | +15.3% | -14.9% | -9.6% |
| 1Y | +7.8% | +23.0% | -15.3% | -7.9% |
| All | +11.1% | +72.0% | -60.9% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling