-92.5%
ORGO vs VT
+53.2%
-145.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.6% | +3.3% |
| 7D | +2.6% | -4.2% | +6.7% | +10.1% |
| 30D | -37.3% | -5.8% | -31.5% | -30.8% |
| 3M | -64.6% | -5.2% | -59.3% | -61.5% |
| 6M | -67.6% | +0.1% | -67.7% | -68.3% |
| YTD | -83.8% | +8.2% | -92.0% | -86.1% |
| 1Y | -78.8% | +10.1% | -89.0% | -82.4% |
| 3Y | -64.6% | +69.7% | -134.2% | -84.3% |
| 5Y | -92.5% | +53.4% | -145.9% | -95.8% |
| All | -92.5% | +53.2% | -145.7% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling