+82.1%
OMEX vs VT
+53.2%
+28.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.5% | -10.8% |
| 7D | +1,957.6% | -4.0% | +1,961.6% | +1,881.6% |
| 30D | +1,537.6% | -5.8% | +1,543.4% | +1,507.4% |
| 3M | +1,389.9% | -5.2% | +1,395.2% | +1,358.5% |
| 6M | +822.5% | +0.1% | +822.4% | +762.6% |
| YTD | +464.8% | +8.2% | +456.6% | +402.0% |
| 1Y | +464.8% | +10.1% | +454.7% | +397.8% |
| 3Y | +207.5% | +69.7% | +137.8% | +125.5% |
| 5Y | +82.1% | +53.4% | +28.7% | +34.6% |
| All | +82.1% | +53.2% | +28.9% | +34.6% |
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