-14.8%
VRT vs OMC
+13.3%
-28.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -2.0% |
| 7D | +10.5% | +1.9% | +8.6% | +12.9% |
| 30D | -9.3% | +12.2% | -21.5% | +6.4% |
| All | -14.8% | +13.3% | -28.1% | -0.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling