+32.5%
OMC vs VEU
+53.0%
-20.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +2.4% |
| 7D | -6.2% | -1.9% | -4.3% | -4.9% |
| 30D | -7.6% | -0.7% | -6.8% | -7.1% |
| 3M | +7.4% | +4.9% | +2.5% | +3.1% |
| 6M | +0.1% | +9.8% | -9.7% | -7.8% |
| YTD | +0.4% | +15.3% | -14.9% | -11.6% |
| 1Y | +7.8% | +23.0% | -15.3% | -10.4% |
| 3Y | +11.8% | +73.5% | -61.7% | -31.8% |
| 5Y | +32.5% | +54.5% | -22.0% | -9.2% |
| All | +32.5% | +53.0% | -20.6% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling