-33.2%
ORC vs VT
+224.5%
-257.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.6% | +0.4% | -1.1% | -1.1% |
| 30D | +3.6% | +1.0% | +2.6% | +2.5% |
| 3M | +2.5% | +2.4% | +0.2% | -0.3% |
| 6M | -3.0% | +12.0% | -15.1% | -14.0% |
| YTD | +2.7% | +15.3% | -12.6% | -11.7% |
| 1Y | +9.9% | +22.6% | -12.7% | -11.5% |
| 3Y | +20.7% | +74.7% | -53.9% | -33.0% |
| 5Y | -35.2% | +66.1% | -101.4% | -62.3% |
| All | -33.2% | +224.5% | -257.6% | -78.0% |
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