+15.6%
OMCL vs VT
+223.7%
-208.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -2.6% |
| 7D | +2.6% | +0.4% | +2.2% | +2.3% |
| 30D | +4.3% | -2.6% | +6.9% | +7.0% |
| 3M | +1.5% | -3.2% | +4.7% | +4.9% |
| 6M | -14.8% | +0.9% | -15.7% | -15.9% |
| YTD | -17.5% | +11.3% | -28.9% | -26.3% |
| 1Y | +4.7% | +14.0% | -9.3% | -8.7% |
| 3Y | +23.5% | +75.8% | -52.3% | -31.4% |
| 5Y | -79.5% | +57.8% | -137.4% | -87.3% |
| 10Y | +15.6% | +219.8% | -204.2% | -63.2% |
| All | +15.6% | +223.7% | -208.1% | -63.2% |
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