+57.5%
OMFL vs VT
+69.7%
-12.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -1.4% | -2.3% | +0.9% | +0.7% |
| 30D | -1.9% | -5.0% | +3.0% | +2.7% |
| 3M | -1.6% | -4.9% | +3.3% | +2.9% |
| 6M | +4.5% | -1.5% | +6.0% | +5.7% |
| YTD | +14.7% | +8.5% | +6.2% | +5.6% |
| 1Y | +18.1% | +11.4% | +6.7% | +6.2% |
| 3Y | +57.5% | +70.1% | -12.6% | -10.3% |
| All | +57.5% | +69.7% | -12.3% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling