+172.5%
VEA vs OMC
+159.4%
+13.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | +1.9% | -5.8% | +7.6% | +4.6% |
| 30D | +0.8% | -4.8% | +5.6% | +2.9% |
| 3M | +5.7% | +9.2% | -3.5% | +0.1% |
| 6M | +13.3% | -2.5% | +15.8% | +12.9% |
| YTD | +18.4% | +2.6% | +15.8% | +13.3% |
| 1Y | +27.0% | +5.9% | +21.0% | +18.4% |
| 3Y | +79.3% | +14.2% | +65.1% | +54.9% |
| 5Y | +62.1% | +33.2% | +28.9% | +23.5% |
| 10Y | +160.3% | +33.4% | +126.9% | +79.8% |
| All | +172.5% | +159.4% | +13.2% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling