+205.8%
OMEX vs VT
+69.4%
+136.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.5% | -18.3% |
| 7D | +1,957.6% | -4.0% | +1,961.6% | +1,763.7% |
| 30D | +1,537.6% | -5.8% | +1,543.4% | +1,433.4% |
| 3M | +1,389.9% | -5.2% | +1,395.2% | +1,287.0% |
| 6M | +822.5% | +0.1% | +822.4% | +687.1% |
| YTD | +464.8% | +8.2% | +456.6% | +337.3% |
| 1Y | +464.8% | +10.1% | +454.7% | +330.7% |
| All | +205.8% | +69.4% | +136.4% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling