+219.2%
VT vs OMC
+56.4%
+162.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.1% | +6.8% | -7.0% | -2.1% |
| 30D | -3.1% | +16.2% | -19.2% | -7.5% |
| 3M | -3.5% | +6.0% | -9.5% | -5.6% |
| 6M | +0.5% | +17.7% | -17.3% | -5.5% |
| YTD | +10.8% | +13.5% | -2.7% | +4.4% |
| 1Y | +11.9% | +27.2% | -15.3% | +1.1% |
| 3Y | +73.0% | +30.4% | +42.6% | +51.0% |
| 5Y | +58.6% | +53.5% | +5.1% | +27.5% |
| 10Y | +219.2% | +57.0% | +162.2% | +141.1% |
| All | +219.2% | +56.4% | +162.8% | +141.1% |
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 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