+74.6%
OMC vs VTEB
+25.1%
+49.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.9% |
| 7D | -6.2% | -1.2% | -5.0% | -5.5% |
| 30D | -7.6% | -2.9% | -4.7% | -5.9% |
| 3M | +7.4% | -3.2% | +10.5% | +9.5% |
| 6M | +0.1% | -2.6% | +2.8% | +1.8% |
| YTD | +0.4% | -1.8% | +2.3% | +1.7% |
| 1Y | +7.8% | +0.2% | +7.6% | +7.9% |
| 3Y | +11.8% | +8.2% | +3.6% | +7.3% |
| 5Y | +32.5% | +0.8% | +31.6% | +31.5% |
| 10Y | +34.2% | +17.7% | +16.6% | +49.7% |
| All | +74.6% | +25.1% | +49.5% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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