+1,202.4%
VUG vs OMC
+286.8%
+915.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | -1.1% | +1.6% | -2.6% | -1.7% |
| 30D | -7.0% | +15.3% | -22.3% | -12.8% |
| 3M | -3.7% | +4.5% | -8.2% | -6.1% |
| 6M | -1.6% | +20.8% | -22.4% | -10.9% |
| YTD | +5.1% | +13.5% | -8.4% | -3.6% |
| 1Y | +3.8% | +25.2% | -21.5% | -9.4% |
| 3Y | +79.9% | +30.5% | +49.4% | +48.7% |
| 5Y | +66.4% | +52.7% | +13.7% | +24.5% |
| 10Y | +405.3% | +55.2% | +350.1% | +243.4% |
| All | +1,202.4% | +286.8% | +915.6% | +379.1% |
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