+2,723.0%
VRT vs OMC
+63.8%
+2,659.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.8% | +5.2% |
| 7D | +9.1% | -6.4% | +15.5% | +11.5% |
| 30D | +0.9% | +1.1% | -0.2% | +0.3% |
| 3M | -13.4% | +10.4% | -23.8% | -17.2% |
| 6M | +11.7% | -1.7% | +13.4% | +10.9% |
| YTD | +73.2% | +4.4% | +68.8% | +65.7% |
| 1Y | +123.4% | +8.4% | +115.0% | +107.4% |
| 3Y | +606.2% | +14.4% | +591.8% | +524.5% |
| 5Y | +899.9% | +33.9% | +866.0% | +721.5% |
| All | +2,723.0% | +63.8% | +2,659.2% | +2,029.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling