+59.9%
VEA vs OMC
+30.5%
+29.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | -1.5% | -4.4% | +2.9% | -0.4% |
| 30D | -0.8% | -7.6% | +6.8% | +0.9% |
| 3M | +2.5% | +4.5% | -2.1% | +0.7% |
| 6M | +11.1% | -0.3% | +11.4% | +10.4% |
| YTD | +17.2% | -0.1% | +17.3% | +15.8% |
| 1Y | +24.5% | +4.6% | +19.9% | +20.8% |
| 3Y | +75.4% | +10.5% | +65.0% | +62.3% |
| All | +59.9% | +30.5% | +29.4% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling