-89.2%
ORGO vs VT
+208.4%
-297.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +1.1% | +11.2% | +10.7% |
| 7D | +20.7% | -0.7% | +21.4% | +22.2% |
| 30D | -14.6% | -1.7% | -12.9% | -12.2% |
| 3M | -44.4% | -2.3% | -42.1% | -42.5% |
| 6M | -54.9% | +1.5% | -56.5% | -56.1% |
| YTD | -79.7% | +12.0% | -91.8% | -82.8% |
| 1Y | -83.8% | +12.9% | -96.7% | -86.5% |
| 3Y | -52.1% | +74.9% | -127.0% | -76.2% |
| 5Y | -90.5% | +59.9% | -150.4% | -94.6% |
| All | -89.2% | +208.4% | -297.6% | -96.6% |
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