+5,947.5%
OMC vs VFC
+845.1%
+5,102.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.8% | -3.2% |
| 7D | -6.4% | -1.6% | -4.8% | -6.0% |
| 30D | +1.1% | -11.6% | +12.7% | +4.7% |
| 3M | +10.4% | -18.1% | +28.5% | +16.0% |
| 6M | -1.7% | -27.4% | +25.6% | +6.2% |
| YTD | +4.4% | -24.8% | +29.3% | +11.2% |
| 1Y | +8.4% | -8.2% | +16.7% | +7.3% |
| 3Y | +14.4% | -29.1% | +43.5% | +6.4% |
| 5Y | +33.9% | -79.2% | +113.0% | +82.8% |
| 10Y | +34.9% | -68.1% | +103.0% | +53.3% |
| All | +5,947.5% | +845.1% | +5,102.4% | +2,772.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling