-23.3%
OMSE vs VT
+13.3%
-36.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.5% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | -10.3% | -1.7% | -8.5% | -10.3% |
| 3M | -12.9% | -2.3% | -10.6% | -13.0% |
| 6M | -14.3% | +1.5% | -15.8% | -13.6% |
| YTD | -10.9% | +12.0% | -23.0% | -4.2% |
| 1Y | -23.3% | +12.9% | -36.2% | -17.3% |
| All | -23.3% | +13.3% | -36.6% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling