+72.1%
OMER vs VT
+215.5%
-143.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.2% |
| 7D | -8.2% | -2.3% | -5.9% | -5.2% |
| 30D | -9.8% | -5.0% | -4.8% | -3.1% |
| 3M | +28.7% | -4.9% | +33.5% | +38.5% |
| 6M | +14.1% | -1.5% | +15.6% | +17.4% |
| YTD | -1.5% | +8.5% | -10.0% | -11.3% |
| 1Y | +157.1% | +11.4% | +145.8% | +123.9% |
| 3Y | +1,144.1% | +70.1% | +1,074.0% | +543.3% |
| 5Y | +124.1% | +53.7% | +70.4% | +35.0% |
| All | +72.1% | +215.5% | -143.4% | -45.9% |
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 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