+11.3%
OMCL vs VT
+224.4%
-213.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -2.1% |
| 7D | -9.7% | -0.7% | -9.0% | -9.2% |
| 30D | -3.5% | -1.7% | -1.8% | -1.8% |
| 3M | -3.5% | -2.3% | -1.2% | -1.2% |
| 6M | -17.9% | +1.5% | -19.4% | -19.5% |
| YTD | -21.5% | +12.0% | -33.5% | -30.3% |
| 1Y | -4.1% | +12.9% | -17.0% | -15.5% |
| 3Y | +15.6% | +74.9% | -59.3% | -35.4% |
| 5Y | -80.1% | +59.9% | -140.0% | -87.8% |
| 10Y | +11.3% | +224.6% | -213.3% | -64.3% |
| All | +11.3% | +224.4% | -213.0% | -64.3% |
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