+213.7%
VT vs OMC
+52.3%
+161.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.5% |
| 7D | -2.3% | +6.3% | -8.6% | -4.2% |
| 30D | -5.0% | +15.4% | -20.3% | -9.2% |
| 3M | -4.9% | +5.8% | -10.6% | -6.9% |
| 6M | -1.5% | +14.7% | -16.2% | -6.7% |
| YTD | +8.5% | +10.3% | -1.8% | +3.1% |
| 1Y | +11.4% | +23.2% | -11.9% | +1.6% |
| 3Y | +70.1% | +24.6% | +45.5% | +50.7% |
| 5Y | +53.7% | +50.1% | +3.6% | +24.3% |
| All | +213.7% | +52.3% | +161.3% | +139.2% |
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