+661.5%
OMF vs VT
+278.3%
+383.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.8% | +0.4% | +2.4% | +2.2% |
| 30D | +0.2% | +1.0% | -0.8% | -1.2% |
| 3M | +18.8% | +2.4% | +16.5% | +14.3% |
| 6M | +22.7% | +12.0% | +10.7% | +2.3% |
| YTD | +1.0% | +15.3% | -14.4% | -19.6% |
| 1Y | +10.9% | +22.6% | -11.7% | -19.6% |
| 3Y | +94.1% | +74.7% | +19.4% | -17.1% |
| 5Y | +72.0% | +66.1% | +5.9% | -19.3% |
| 10Y | +383.3% | +225.0% | +158.3% | -9.9% |
| All | +661.5% | +278.3% | +383.2% | +21.1% |
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