+156.0%
OMEX vs VT
+223.7%
-67.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | +0.6% |
| 7D | -11.2% | +0.4% | -11.5% | -11.1% |
| 30D | +1,516.5% | -2.6% | +1,519.1% | +1,528.5% |
| 3M | +1,116.1% | -3.2% | +1,119.3% | +1,131.4% |
| 6M | +781.1% | +0.9% | +780.2% | +776.3% |
| YTD | +448.5% | +11.3% | +437.2% | +425.5% |
| 1Y | +386.4% | +14.0% | +372.4% | +362.5% |
| 3Y | +199.4% | +75.8% | +123.6% | +152.2% |
| 5Y | +64.9% | +57.8% | +7.0% | +40.5% |
| 10Y | +156.0% | +219.8% | -63.8% | +69.9% |
| All | +156.0% | +223.7% | -67.7% | +69.9% |
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