+167.1%
OMC vs VEU
+190.9%
-23.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -5.8% | +1.7% | -7.4% | -6.9% |
| 30D | -4.8% | +1.0% | -5.8% | -5.6% |
| 3M | +9.2% | +5.6% | +3.6% | +4.2% |
| 6M | -2.5% | +13.7% | -16.2% | -12.6% |
| YTD | +2.6% | +17.7% | -15.2% | -10.8% |
| 1Y | +5.9% | +25.8% | -19.8% | -12.6% |
| 3Y | +14.2% | +77.1% | -62.9% | -28.0% |
| 5Y | +33.2% | +57.1% | -23.9% | -7.9% |
| 10Y | +33.4% | +149.8% | -116.4% | -35.2% |
| All | +167.1% | +190.9% | -23.9% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling