+8.6%
VRT vs OMC
+26.3%
-17.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.0% |
| 7D | -17.7% | +6.8% | -24.5% | -15.6% |
| 30D | -20.0% | +16.2% | -36.2% | -15.9% |
| 3M | -28.1% | +6.0% | -34.1% | -26.1% |
| 6M | -42.8% | +17.7% | -60.6% | -38.6% |
| YTD | +20.0% | +13.5% | +6.5% | +29.7% |
| All | +8.6% | +26.3% | -17.7% | +15.5% |
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