+31.1%
OMC vs VSH
+196.4%
-165.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -2.0% |
| 7D | -4.4% | +4.8% | -9.1% | -5.5% |
| 30D | -7.6% | -0.7% | -6.9% | -7.9% |
| 3M | +4.5% | -43.1% | +47.6% | +17.0% |
| 6M | -0.3% | +91.8% | -92.0% | -25.0% |
| YTD | -0.1% | +131.6% | -131.7% | -30.1% |
| 1Y | +4.6% | +118.1% | -113.4% | -26.3% |
| 3Y | +10.5% | +40.9% | -30.4% | -14.0% |
| 5Y | +31.7% | +75.8% | -44.0% | -8.0% |
| All | +31.1% | +196.4% | -165.3% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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