-50.0%
VTRS vs OMC
+34.2%
-84.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.0% |
| 7D | -2.2% | -4.4% | +2.2% | -0.5% |
| 30D | +3.3% | -7.6% | +10.9% | +6.3% |
| 3M | +2.0% | +4.5% | -2.5% | -0.7% |
| 6M | +19.9% | -0.3% | +20.2% | +18.7% |
| YTD | +35.7% | -0.1% | +35.9% | +32.5% |
| 1Y | +68.1% | +4.6% | +63.5% | +60.1% |
| 3Y | +87.1% | +10.5% | +76.6% | +70.3% |
| 5Y | +47.6% | +31.7% | +15.9% | +20.8% |
| All | -50.0% | +34.2% | -84.2% | -61.1% |
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