-41.5%
ORIC vs VT
+60.6%
-102.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -4.9% |
| 7D | +0.4% | -0.3% | +0.7% | +0.7% |
| 30D | -25.2% | -1.4% | -23.8% | -24.1% |
| 3M | -30.7% | -1.4% | -29.3% | -29.7% |
| 6M | -3.0% | +5.5% | -8.5% | -10.0% |
| YTD | +14.2% | +12.8% | +1.3% | -4.3% |
| 1Y | -24.1% | +15.4% | -39.5% | -38.3% |
| 3Y | +31.9% | +76.9% | -44.9% | -36.6% |
| 5Y | -41.5% | +60.4% | -101.9% | -66.3% |
| All | -41.5% | +60.6% | -102.1% | -66.3% |
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