+120.6%
OMFS vs VT
+152.2%
-31.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | +0.3% |
| 7D | -3.3% | -4.2% | +0.9% | +1.0% |
| 30D | -2.2% | -5.8% | +3.6% | +3.9% |
| 3M | -8.4% | -5.2% | -3.1% | -3.3% |
| 6M | -2.3% | +0.1% | -2.4% | -2.7% |
| YTD | +11.2% | +8.2% | +3.0% | +2.2% |
| 1Y | +12.8% | +10.1% | +2.7% | +1.9% |
| 3Y | +50.1% | +69.7% | -19.5% | -12.1% |
| 5Y | +16.6% | +53.4% | -36.8% | -24.4% |
| All | +120.6% | +152.2% | -31.6% | -1.2% |
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