+348.0%
VT vs OMC
+228.0%
+120.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -4.2% | +7.6% | -11.7% | -7.4% |
| 30D | -5.8% | +16.0% | -21.8% | -12.3% |
| 3M | -5.2% | +7.7% | -12.9% | -9.1% |
| 6M | +0.1% | +14.5% | -14.4% | -7.7% |
| YTD | +8.2% | +11.2% | -3.0% | -0.6% |
| 1Y | +10.1% | +23.6% | -13.4% | -4.5% |
| 3Y | +69.7% | +24.7% | +45.0% | +40.8% |
| 5Y | +53.4% | +51.3% | +2.0% | +10.3% |
| 10Y | +219.2% | +55.6% | +163.7% | +104.0% |
| All | +348.0% | +228.0% | +120.0% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling