+233.2%
OMC vs VT
+345.0%
-111.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +3.0% |
| 7D | +7.6% | -4.2% | +11.7% | +11.5% |
| 30D | +16.0% | -5.8% | +21.8% | +21.9% |
| 3M | +7.7% | -5.2% | +12.9% | +12.5% |
| 6M | +14.5% | +0.1% | +14.4% | +13.5% |
| YTD | +11.2% | +8.2% | +3.0% | +2.6% |
| 1Y | +23.6% | +10.1% | +13.4% | +12.1% |
| 3Y | +24.7% | +69.7% | -45.0% | -23.0% |
| 5Y | +51.3% | +53.4% | -2.0% | +2.0% |
| 10Y | +55.6% | +219.2% | -163.7% | -44.7% |
| All | +233.2% | +345.0% | -111.8% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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