+81.7%
VRT vs OMC
+5.7%
+76.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -5.2% |
| 7D | -7.7% | -6.2% | -1.5% | -9.4% |
| 30D | -12.0% | -7.6% | -4.4% | -13.9% |
| 3M | -11.7% | +7.4% | -19.1% | -8.5% |
| 6M | -8.1% | +0.1% | -8.2% | -6.5% |
| YTD | +53.2% | +0.4% | +52.8% | +57.1% |
| 1Y | +81.7% | +7.8% | +73.9% | +90.7% |
| All | +81.7% | +5.7% | +76.0% | +90.7% |
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