+52.0%
OMEX vs VT
+58.5%
-6.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -2.8% |
| 7D | -9.4% | +2.9% | -12.3% | -6.1% |
| 30D | +1,457.5% | -2.5% | +1,460.0% | +1,475.3% |
| 3M | +1,080.0% | -3.3% | +1,083.3% | +1,107.0% |
| 6M | +820.2% | +1.5% | +818.7% | +803.6% |
| YTD | +411.7% | +11.4% | +400.4% | +371.5% |
| 1Y | +370.9% | +11.9% | +359.0% | +333.6% |
| 3Y | +179.4% | +73.9% | +105.5% | +112.4% |
| 5Y | +52.0% | +57.9% | -5.9% | +14.5% |
| All | +52.0% | +58.5% | -6.6% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling