-34.8%
ORC vs VT
+311.3%
-346.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.7% |
| 30D | +0.2% | -1.4% | +1.6% | +1.6% |
| 3M | -18.1% | -1.4% | -16.7% | -17.0% |
| 6M | -21.2% | +5.5% | -26.6% | -25.2% |
| YTD | -19.2% | +12.8% | -32.1% | -28.0% |
| 1Y | -18.6% | +15.4% | -34.1% | -29.1% |
| 3Y | +26.0% | +76.9% | -50.8% | -26.3% |
| 5Y | -49.9% | +60.4% | -110.3% | -68.0% |
| 10Y | -50.1% | +232.8% | -282.9% | -81.3% |
| All | -34.8% | +311.3% | -346.1% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling