+13.8%
VRT vs OMC
+24.5%
-10.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.2% | -18.1% | -11.0% |
| 7D | -15.4% | +12.5% | -27.9% | -11.7% |
| 30D | -19.0% | +16.3% | -35.2% | -14.6% |
| 3M | -23.8% | +8.1% | -31.9% | -21.2% |
| 6M | -37.9% | +17.2% | -55.0% | -33.2% |
| YTD | +27.0% | +11.8% | +15.2% | +36.3% |
| 1Y | +13.8% | +23.9% | -10.1% | +20.9% |
| All | +13.8% | +24.5% | -10.7% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling