+64.4%
VG vs OMC
+22.7%
+41.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +4.3% |
| 7D | +15.1% | -0.3% | +15.4% | +15.0% |
| 30D | -4.2% | +10.6% | -14.8% | -2.2% |
| 3M | -3.1% | +2.6% | -5.7% | -2.1% |
| 6M | +0.3% | +16.6% | -16.3% | +2.3% |
| YTD | +95.5% | +10.9% | +84.6% | +90.7% |
| 1Y | +64.4% | +22.1% | +42.4% | +66.3% |
| All | +64.4% | +22.7% | +41.8% | +66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling