+52.7%
OMC vs VFC
-67.9%
+120.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.6% | -1.4% | +3.0% | +1.8% |
| 30D | +15.3% | +30.7% | -15.4% | +9.9% |
| 3M | +4.5% | +40.6% | -36.2% | -1.9% |
| 6M | +20.8% | +16.5% | +4.3% | +16.7% |
| YTD | +13.5% | +16.2% | -2.7% | +9.2% |
| 1Y | +25.2% | +42.4% | -17.2% | +16.0% |
| 3Y | +30.5% | +48.1% | -17.6% | +9.8% |
| 5Y | +52.7% | -67.8% | +120.5% | +123.8% |
| All | +52.7% | -67.9% | +120.6% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling