-100.0%
ORBS vs VT
+88.2%
-188.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.6% | -0.5% |
| 7D | -7.1% | -0.7% | -6.4% | -5.5% |
| 30D | -12.9% | -1.7% | -11.1% | -8.4% |
| 3M | -1.1% | -2.3% | +1.2% | +7.0% |
| 6M | -18.2% | +1.5% | -19.7% | -18.7% |
| YTD | -57.4% | +12.0% | -69.4% | -67.1% |
| 1Y | -79.5% | +12.9% | -92.4% | -84.7% |
| 3Y | -71.7% | +74.9% | -146.6% | -90.6% |
| All | -100.0% | +88.2% | -188.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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