-91.7%
ORGO vs VT
+198.6%
-290.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.5% |
| 7D | +5.9% | -2.3% | +8.2% | +9.3% |
| 30D | -38.4% | -5.0% | -33.5% | -33.9% |
| 3M | -66.3% | -4.9% | -61.4% | -64.0% |
| 6M | -68.2% | -1.5% | -66.7% | -67.9% |
| YTD | -84.3% | +8.5% | -92.8% | -86.2% |
| 1Y | -79.1% | +11.4% | -90.5% | -82.2% |
| 3Y | -63.5% | +70.1% | -133.6% | -81.2% |
| 5Y | -92.8% | +53.7% | -146.5% | -95.7% |
| All | -91.7% | +198.6% | -290.2% | -97.2% |
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