+147.1%
VXUS vs OMC
+57.3%
+89.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.5% | +1.6% | -2.1% | -0.9% |
| 30D | -1.2% | +15.3% | -16.5% | -5.1% |
| 3M | -3.8% | +4.5% | -8.3% | -5.3% |
| 6M | -1.7% | +20.8% | -22.4% | -7.6% |
| YTD | +11.4% | +13.5% | -2.1% | +5.7% |
| 1Y | +13.3% | +25.2% | -11.9% | +4.0% |
| 3Y | +70.0% | +30.5% | +39.5% | +50.1% |
| 5Y | +48.1% | +52.7% | -4.6% | +21.5% |
| 10Y | +147.1% | +55.2% | +91.8% | +91.2% |
| All | +147.1% | +57.3% | +89.7% | +91.2% |
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