+73.6%
VEA vs OMC
+11.1%
+62.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -2.1% | -6.2% | +4.2% | -1.1% |
| 30D | -1.1% | -7.6% | +6.5% | +0.1% |
| 3M | +5.1% | +7.4% | -2.3% | +3.3% |
| 6M | +9.8% | +0.1% | +9.6% | +9.2% |
| YTD | +15.9% | +0.4% | +15.5% | +15.2% |
| 1Y | +24.6% | +7.8% | +16.8% | +21.2% |
| All | +73.6% | +11.1% | +62.5% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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