-51.4%
VG vs OMC
+6.9%
-58.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -22.0% | +6.3% | -28.3% | -22.2% |
| 30D | -11.6% | +15.4% | -27.0% | -12.3% |
| 3M | -14.9% | +5.8% | -20.6% | -15.1% |
| 6M | -3.5% | +14.7% | -18.2% | -5.6% |
| YTD | +70.0% | +10.3% | +59.7% | +66.0% |
| 1Y | +50.0% | +23.2% | +26.8% | +41.2% |
| All | -51.4% | +6.9% | -58.3% | -54.1% |
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