+29.6%
VG vs OMC
+0.1%
+29.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -1.6% |
| 7D | +1.7% | -6.4% | +8.1% | -1.5% |
| 30D | +16.0% | +1.1% | +14.9% | +17.1% |
| 3M | +9.7% | +10.4% | -0.7% | +14.3% |
| 6M | +29.6% | -1.7% | +31.3% | +9.3% |
| All | +29.6% | +0.1% | +29.5% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling