+50.2%
OMC vs VFC
-48.6%
+98.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.5% |
| 7D | +1.9% | +1.6% | +0.2% | +1.4% |
| 30D | +12.2% | +25.5% | -13.3% | +5.8% |
| 3M | +0.6% | +41.3% | -40.7% | -8.2% |
| 6M | +21.0% | +22.2% | -1.2% | +13.7% |
| YTD | +12.4% | +16.4% | -4.0% | +5.9% |
| 1Y | +25.4% | +38.4% | -13.0% | +12.6% |
| 3Y | +29.2% | +56.2% | -27.0% | -3.1% |
| 5Y | +52.6% | -68.2% | +120.8% | +110.4% |
| All | +50.2% | -48.6% | +98.8% | +71.9% |
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