+31.1%
OMC vs VFC
-69.1%
+100.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -4.9% | -1.7% |
| 7D | -4.4% | -1.4% | -3.0% | -4.0% |
| 30D | -7.6% | -9.0% | +1.4% | -5.4% |
| 3M | +4.5% | -24.2% | +28.7% | +11.5% |
| 6M | -0.3% | -18.5% | +18.2% | +3.7% |
| YTD | -0.1% | -25.9% | +25.7% | +6.0% |
| 1Y | +4.6% | -13.0% | +17.6% | +5.2% |
| 3Y | +10.5% | -20.3% | +30.8% | -1.0% |
| 5Y | +31.7% | -78.1% | +109.8% | +96.2% |
| All | +31.1% | -69.1% | +100.2% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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