+16.1%
OMCL vs VT
+215.5%
-199.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | +1.9% | -2.3% | +4.2% | +4.4% |
| 30D | +6.0% | -5.0% | +11.0% | +11.6% |
| 3M | +3.3% | -4.9% | +8.1% | +8.6% |
| 6M | -14.7% | -1.5% | -13.1% | -13.7% |
| YTD | -17.6% | +8.5% | -26.1% | -24.3% |
| 1Y | +4.4% | +11.4% | -7.0% | -6.7% |
| 3Y | +26.5% | +70.1% | -43.5% | -27.2% |
| 5Y | -78.9% | +53.7% | -132.7% | -86.6% |
| All | +16.1% | +215.5% | -199.4% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling