+129.6%
OMFS vs VT
+162.9%
-33.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +0.1% |
| 7D | +1.7% | -0.3% | +2.0% | +2.0% |
| 30D | +1.2% | -1.4% | +2.7% | +2.7% |
| 3M | -5.1% | -1.4% | -3.7% | -3.8% |
| 6M | +3.8% | +5.5% | -1.7% | -2.0% |
| YTD | +15.7% | +12.8% | +2.9% | +1.9% |
| 1Y | +19.2% | +15.4% | +3.8% | +2.7% |
| 3Y | +56.2% | +76.9% | -20.6% | -12.3% |
| 5Y | +24.4% | +60.4% | -36.0% | -22.9% |
| All | +129.6% | +162.9% | -33.3% | -1.5% |
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