+32.7%
ORCS vs VT
+15.4%
+17.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.0% |
| 7D | +0.8% | -1.6% | +2.4% | -2.1% |
| 30D | +7.9% | -2.5% | +10.3% | +3.5% |
| 3M | +4.5% | -1.3% | +5.8% | +3.2% |
| 6M | +14.3% | +3.1% | +11.2% | +21.9% |
| YTD | +18.1% | +10.9% | +7.2% | +45.3% |
| All | +32.7% | +15.4% | +17.3% | +76.1% |
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