-98.5%
OMEX vs VT
+374.2%
-472.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.0% | +0.4% | -1.4% | -1.3% |
| 30D | +9.8% | +1.0% | +8.9% | +9.2% |
| 3M | -25.1% | +2.4% | -27.5% | -26.1% |
| 6M | -49.3% | +12.0% | -61.3% | -52.6% |
| YTD | -58.4% | +15.3% | -73.7% | -61.7% |
| 1Y | -52.6% | +22.6% | -75.1% | -57.9% |
| 3Y | -79.4% | +74.7% | -154.1% | -85.7% |
| 5Y | -88.3% | +66.1% | -154.4% | -91.7% |
| 10Y | -76.2% | +225.0% | -301.2% | -90.9% |
| All | -98.5% | +374.2% | -472.7% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling