-46.6%
VG vs OMC
+10.0%
-56.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +5.5% | +1.6% | +3.9% | +5.5% |
| 30D | -3.6% | +15.3% | -18.9% | -4.2% |
| 3M | -4.0% | +4.5% | -8.5% | -4.0% |
| 6M | +9.4% | +20.8% | -11.4% | +6.5% |
| YTD | +86.6% | +13.5% | +73.1% | +82.1% |
| 1Y | +69.5% | +25.2% | +44.3% | +60.5% |
| All | -46.6% | +10.0% | -56.6% | -49.6% |
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