+1,465.5%
VTR vs OMC
+996.8%
+468.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +0.8% |
| 7D | -2.9% | -4.2% | +1.3% | -1.3% |
| 30D | -2.8% | -7.5% | +4.7% | 0.0% |
| 3M | +9.0% | +4.6% | +4.4% | +6.3% |
| 6M | +5.0% | -4.8% | +9.8% | +5.8% |
| YTD | +16.9% | -1.0% | +17.9% | +14.4% |
| 1Y | +34.3% | +3.8% | +30.5% | +27.8% |
| 3Y | +131.6% | +10.2% | +121.4% | +108.8% |
| 5Y | +88.0% | +29.7% | +58.3% | +54.2% |
| 10Y | +97.8% | +32.3% | +65.5% | +57.3% |
| All | +1,465.5% | +996.8% | +468.7% | +434.5% |
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 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