+9.5%
OMC vs VFC
-27.2%
+36.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.2% |
| 7D | -4.2% | -2.3% | -1.9% | -3.9% |
| 30D | -7.5% | -13.4% | +5.9% | -5.6% |
| 3M | +4.6% | -23.7% | +28.3% | +8.4% |
| 6M | -4.8% | -24.5% | +19.6% | -1.5% |
| YTD | -1.0% | -27.8% | +26.8% | +2.9% |
| 1Y | +3.8% | -13.5% | +17.3% | +4.9% |
| All | +9.5% | -27.2% | +36.7% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling