+224.6%
VT vs OMC
+57.3%
+167.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | +1.6% | -2.3% | -1.2% |
| 30D | -1.7% | +15.3% | -17.1% | -6.1% |
| 3M | -2.3% | +4.5% | -6.8% | -4.0% |
| 6M | +1.5% | +20.8% | -19.2% | -5.3% |
| YTD | +12.0% | +13.5% | -1.5% | +5.6% |
| 1Y | +12.9% | +25.2% | -12.4% | +2.5% |
| 3Y | +74.9% | +30.5% | +44.5% | +52.7% |
| 5Y | +59.9% | +52.7% | +7.2% | +28.8% |
| 10Y | +224.6% | +55.2% | +169.4% | +145.3% |
| All | +224.6% | +57.3% | +167.3% | +145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling