+96.3%
VTR vs OMC
+34.2%
+62.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.3% | -4.4% | +4.1% | +1.5% |
| 30D | +1.1% | -7.6% | +8.7% | +4.3% |
| 3M | +7.9% | +4.5% | +3.4% | +5.0% |
| 6M | +6.2% | -0.3% | +6.4% | +4.9% |
| YTD | +17.7% | -0.1% | +17.8% | +14.5% |
| 1Y | +32.9% | +4.6% | +28.3% | +25.4% |
| 3Y | +129.7% | +10.5% | +119.2% | +101.0% |
| 5Y | +89.3% | +31.7% | +57.6% | +41.9% |
| All | +96.3% | +34.2% | +62.1% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling