+242.6%
OMC vs VIG
+655.8%
-413.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | +3.5% | -1.6% | -1.7% |
| 30D | +12.2% | +4.9% | +7.3% | +6.7% |
| 3M | +0.6% | +2.5% | -1.9% | -2.0% |
| 6M | +21.0% | +11.0% | +10.0% | +8.5% |
| YTD | +12.4% | +16.0% | -3.6% | -3.8% |
| 1Y | +25.4% | +17.5% | +7.9% | +5.8% |
| 3Y | +29.2% | +67.0% | -37.8% | -24.5% |
| 5Y | +52.6% | +64.8% | -12.2% | -9.7% |
| 10Y | +53.6% | +263.6% | -210.0% | -61.0% |
| All | +242.6% | +655.8% | -413.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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