-34.4%
OMDA vs VT
+24.1%
-58.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.4% | +0.2% | -20.6% | -20.6% |
| 7D | -19.4% | -2.3% | -17.1% | -17.8% |
| 30D | -27.8% | -5.0% | -22.8% | -24.4% |
| 3M | -22.8% | -4.9% | -17.9% | -19.1% |
| 6M | -4.9% | -1.5% | -3.3% | -3.5% |
| YTD | -4.4% | +8.5% | -12.9% | -12.4% |
| 1Y | -31.0% | +11.4% | -42.4% | -38.5% |
| All | -34.4% | +24.1% | -58.5% | -46.2% |
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