-60.0%
ORKA vs VT
+223.7%
-283.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -1.0% | -0.1% |
| 7D | +9.6% | +0.4% | +9.2% | +9.4% |
| 30D | +27.3% | -2.6% | +29.9% | +29.8% |
| 3M | +5.8% | -3.2% | +9.0% | +8.4% |
| 6M | +61.9% | +0.9% | +60.9% | +61.4% |
| YTD | +245.0% | +11.3% | +233.7% | +223.6% |
| 1Y | +276.8% | +14.0% | +262.8% | +248.8% |
| 3Y | +785.3% | +75.8% | +709.5% | +554.7% |
| 5Y | +523.1% | +57.8% | +465.3% | +384.1% |
| 10Y | -60.0% | +219.8% | -279.8% | -72.0% |
| All | -60.0% | +223.7% | -283.7% | -72.0% |
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