-90.7%
ORGO vs VT
+206.3%
-297.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +2.6% | +9.0% | +7.9% |
| 7D | +20.0% | +0.4% | +19.6% | +19.6% |
| 30D | -29.7% | -2.6% | -27.1% | -26.9% |
| 3M | -51.2% | -3.2% | -48.0% | -48.9% |
| 6M | -61.7% | +0.9% | -62.7% | -62.5% |
| YTD | -82.5% | +11.3% | -93.8% | -85.1% |
| 1Y | -83.9% | +14.0% | -97.9% | -86.7% |
| 3Y | -54.0% | +75.8% | -129.8% | -77.3% |
| 5Y | -92.0% | +57.8% | -149.9% | -95.4% |
| All | -90.7% | +206.3% | -297.0% | -97.0% |
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 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