+137.9%
VGT vs OMC
+30.5%
+107.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -0.2% | -4.4% | +4.2% | +1.1% |
| 30D | -0.4% | -7.6% | +7.2% | +1.8% |
| 3M | +4.4% | +4.5% | -0.1% | +2.0% |
| 6M | +32.1% | -0.3% | +32.3% | +30.8% |
| YTD | +28.8% | -0.1% | +28.9% | +26.5% |
| 1Y | +35.3% | +4.6% | +30.7% | +29.5% |
| 3Y | +124.8% | +10.5% | +114.3% | +102.8% |
| All | +137.9% | +30.5% | +107.4% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling