+414.3%
VUG vs OMC
+34.2%
+380.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -0.5% | -4.4% | +3.9% | +0.8% |
| 30D | -1.0% | -7.6% | +6.6% | +1.3% |
| 3M | +3.5% | +4.5% | -1.0% | +1.4% |
| 6M | +14.2% | -0.3% | +14.4% | +13.3% |
| YTD | +8.5% | -0.1% | +8.6% | +6.7% |
| 1Y | +12.9% | +4.6% | +8.2% | +8.6% |
| 3Y | +85.6% | +10.5% | +75.2% | +71.5% |
| 5Y | +78.1% | +31.7% | +46.4% | +52.4% |
| All | +414.3% | +34.2% | +380.1% | +318.2% |
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