+1,855.0%
VRT vs OMC
+78.0%
+1,777.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | -17.7% | +6.8% | -24.5% | -19.6% |
| 30D | -20.0% | +16.2% | -36.2% | -24.3% |
| 3M | -28.1% | +6.0% | -34.1% | -30.0% |
| 6M | -42.8% | +17.7% | -60.6% | -47.0% |
| YTD | +20.0% | +13.5% | +6.5% | +11.0% |
| 1Y | +3.5% | +27.2% | -23.7% | -9.4% |
| 3Y | +366.1% | +30.4% | +335.7% | +289.2% |
| 5Y | +632.2% | +53.5% | +578.7% | +471.9% |
| All | +1,855.0% | +78.0% | +1,777.0% | +1,326.0% |
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