+1,250.4%
VUG vs OMC
+255.9%
+994.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.6% |
| 7D | -0.1% | -6.4% | +6.3% | +2.7% |
| 30D | -0.3% | +1.1% | -1.4% | -1.0% |
| 3M | -0.7% | +10.4% | -11.1% | -5.8% |
| 6M | +14.6% | -1.7% | +16.3% | +14.0% |
| YTD | +9.0% | +4.4% | +4.6% | +4.1% |
| 1Y | +14.9% | +8.4% | +6.4% | +6.7% |
| 3Y | +86.0% | +14.4% | +71.7% | +63.8% |
| 5Y | +76.7% | +33.9% | +42.8% | +40.6% |
| 10Y | +411.3% | +34.9% | +376.4% | +273.6% |
| All | +1,250.4% | +255.9% | +994.5% | +417.2% |
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 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