+636.0%
OMF vs VT
+223.7%
+412.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -3.1% |
| 7D | -1.3% | +0.4% | -1.7% | -2.2% |
| 30D | +0.9% | -2.6% | +3.5% | +4.8% |
| 3M | -11.5% | -3.2% | -8.3% | -7.1% |
| 6M | +4.4% | +0.9% | +3.5% | +2.2% |
| YTD | -11.6% | +11.3% | -23.0% | -26.2% |
| 1Y | +0.9% | +14.0% | -13.1% | -18.9% |
| 3Y | +89.6% | +75.8% | +13.8% | -21.7% |
| 5Y | +57.9% | +57.8% | 0.0% | -21.1% |
| 10Y | +636.0% | +219.8% | +416.2% | +58.8% |
| All | +636.0% | +223.7% | +412.3% | +58.8% |
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