-80.3%
OMCL vs VT
+58.5%
-138.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.1% |
| 7D | -8.1% | +2.9% | -11.0% | -10.7% |
| 30D | -4.1% | -2.5% | -1.6% | -1.7% |
| 3M | -5.9% | -3.3% | -2.5% | -2.6% |
| 6M | -20.0% | +1.5% | -21.6% | -21.6% |
| YTD | -22.8% | +11.4% | -34.2% | -31.2% |
| 1Y | -5.2% | +11.9% | -17.1% | -15.9% |
| 3Y | +13.6% | +73.9% | -60.3% | -38.0% |
| 5Y | -80.3% | +57.9% | -138.2% | -88.9% |
| All | -80.3% | +58.5% | -138.8% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling