+361.7%
OMF vs VT
+215.5%
+146.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.7% |
| 7D | -0.8% | -2.3% | +1.5% | +2.6% |
| 30D | 0.0% | -5.0% | +5.0% | +7.9% |
| 3M | -12.3% | -4.9% | -7.5% | -5.5% |
| 6M | +3.9% | -1.5% | +5.5% | +5.7% |
| YTD | -12.4% | +8.5% | -20.9% | -23.8% |
| 1Y | +1.5% | +11.4% | -9.9% | -15.3% |
| 3Y | +83.1% | +70.1% | +13.0% | -20.1% |
| 5Y | +57.3% | +53.7% | +3.5% | -17.9% |
| All | +361.7% | +215.5% | +146.2% | +28.9% |
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