+5.2%
VUG vs OMC
+24.5%
-19.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +1.4% |
| 7D | -3.0% | +12.5% | -15.5% | -3.3% |
| 30D | -6.4% | +16.3% | -22.7% | -6.9% |
| 3M | -3.2% | +8.1% | -11.3% | -3.4% |
| 6M | +3.1% | +17.2% | -14.0% | +2.5% |
| YTD | +6.3% | +11.8% | -5.5% | +5.3% |
| 1Y | +5.2% | +23.9% | -18.8% | +4.4% |
| All | +5.2% | +24.5% | -19.3% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling