+377.4%
VT vs OMC
+208.0%
+169.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.1% |
| 7D | +0.4% | -6.4% | +6.9% | +3.4% |
| 30D | +1.0% | +1.1% | -0.1% | +0.2% |
| 3M | +2.4% | +10.4% | -8.0% | -3.4% |
| 6M | +12.0% | -1.7% | +13.7% | +11.3% |
| YTD | +15.3% | +4.4% | +10.9% | +9.5% |
| 1Y | +22.6% | +8.4% | +14.1% | +13.2% |
| 3Y | +74.7% | +14.4% | +60.3% | +51.6% |
| 5Y | +66.1% | +33.9% | +32.3% | +27.4% |
| 10Y | +225.0% | +34.9% | +190.2% | +126.7% |
| All | +377.4% | +208.0% | +169.5% | +63.4% |
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