+1,187.3%
VUG vs OMC
+282.9%
+904.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.5% |
| 7D | +2.5% | +1.9% | +0.6% | +1.7% |
| 30D | -6.3% | +12.2% | -18.5% | -11.1% |
| 3M | -6.0% | +0.6% | -6.6% | -6.9% |
| 6M | -3.5% | +21.0% | -24.6% | -12.7% |
| YTD | +3.9% | +12.4% | -8.4% | -4.3% |
| 1Y | +5.1% | +25.4% | -20.3% | -8.4% |
| 3Y | +77.9% | +29.2% | +48.7% | +47.7% |
| 5Y | +62.4% | +52.6% | +9.8% | +21.5% |
| 10Y | +399.4% | +53.6% | +345.8% | +240.8% |
| All | +1,187.3% | +282.9% | +904.4% | +375.5% |
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