+54.2%
OMC vs VSH
+54.0%
+0.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.7% | -1.1% |
| 7D | +1.6% | +12.8% | -11.2% | -0.4% |
| 30D | +15.3% | -9.0% | +24.3% | +16.0% |
| 3M | +4.5% | -12.2% | +16.7% | +5.0% |
| 6M | +20.8% | -15.9% | +36.7% | +15.6% |
| YTD | +13.5% | +103.2% | -89.7% | -15.2% |
| 1Y | +25.2% | +108.4% | -83.2% | -7.4% |
| 3Y | +30.5% | +41.6% | -11.1% | +3.0% |
| All | +54.2% | +54.0% | +0.2% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling