+26.2%
ORC vs VT
+76.6%
-50.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.7% |
| 30D | +0.2% | -1.4% | +1.6% | +1.4% |
| 3M | -18.1% | -1.4% | -16.7% | -17.1% |
| 6M | -21.2% | +5.5% | -26.6% | -25.0% |
| YTD | -19.2% | +12.8% | -32.1% | -27.7% |
| 1Y | -18.6% | +15.4% | -34.1% | -28.7% |
| All | +26.2% | +76.6% | -50.3% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling