+2,545.5%
VRT vs OMC
+55.3%
+2,490.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.5% | -6.1% | -8.4% |
| 7D | +2.4% | -4.2% | +6.6% | +4.0% |
| 30D | -2.7% | -7.5% | +4.8% | -0.2% |
| 3M | -9.2% | +4.6% | -13.8% | -11.5% |
| 6M | -0.5% | -4.8% | +4.3% | -0.1% |
| YTD | +62.3% | -1.0% | +63.4% | +58.2% |
| 1Y | +109.6% | +3.8% | +105.7% | +97.3% |
| 3Y | +573.1% | +10.2% | +562.9% | +501.9% |
| 5Y | +953.6% | +29.7% | +923.9% | +775.2% |
| All | +2,545.5% | +55.3% | +2,490.3% | +1,933.1% |
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 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