-63.4%
ORKA vs VT
+221.8%
-285.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +2.4% | +2.4% | +0.1% | +0.7% |
| 30D | +37.4% | -1.5% | +38.9% | +38.9% |
| 3M | -2.6% | -4.1% | +1.6% | +0.4% |
| 6M | +66.7% | +0.6% | +66.2% | +66.6% |
| YTD | +247.6% | +11.0% | +236.5% | +226.4% |
| 1Y | +299.4% | +13.3% | +286.0% | +270.6% |
| 3Y | +817.1% | +73.4% | +743.7% | +582.7% |
| 5Y | +560.9% | +57.4% | +503.4% | +413.8% |
| All | -63.4% | +221.8% | -285.2% | -75.1% |
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