-48.6%
OMSE vs VT
+30.8%
-79.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -0.5% | +2.4% | -2.9% | -0.6% |
| 30D | -4.6% | -1.5% | -3.1% | -4.5% |
| 3M | -11.2% | -4.1% | -7.0% | -11.2% |
| 6M | -14.8% | +0.6% | -15.3% | -14.4% |
| YTD | -12.3% | +11.0% | -23.3% | -9.7% |
| 1Y | -15.9% | +13.3% | -29.3% | -13.7% |
| All | -48.6% | +30.8% | -79.4% | -42.5% |
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 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