-43.7%
VRT vs OMC
+20.8%
-64.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +0.5% | +1.6% | -1.1% | +0.9% |
| 30D | -13.7% | +15.3% | -29.0% | -8.9% |
| 3M | -26.7% | +4.5% | -31.2% | -24.5% |
| All | -43.7% | +20.8% | -64.5% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling