+158.2%
OMEX vs VT
+215.5%
-57.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.1% |
| 7D | -4.2% | -2.3% | -1.9% | -5.4% |
| 30D | +1,382.2% | -5.0% | +1,387.1% | +1,374.6% |
| 3M | +1,338.8% | -4.9% | +1,343.7% | +1,333.4% |
| 6M | +732.3% | -1.5% | +733.8% | +717.2% |
| YTD | +452.0% | +8.5% | +443.6% | +422.5% |
| 1Y | +463.5% | +11.4% | +452.2% | +428.9% |
| 3Y | +198.9% | +70.1% | +128.8% | +149.1% |
| 5Y | +78.0% | +53.7% | +24.2% | +49.8% |
| All | +158.2% | +215.5% | -57.3% | +72.5% |
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