-59.0%
ORKA vs VT
+217.6%
-276.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +5.1% |
| 7D | +10.0% | -0.1% | +10.1% | +10.2% |
| 30D | +33.4% | -3.1% | +36.4% | +36.4% |
| 3M | +4.1% | -3.5% | +7.6% | +6.9% |
| 6M | +69.5% | +0.5% | +69.1% | +69.5% |
| YTD | +261.3% | +10.8% | +250.5% | +239.9% |
| 1Y | +291.6% | +11.9% | +279.7% | +266.8% |
| 3Y | +847.9% | +73.0% | +774.9% | +607.2% |
| 5Y | +581.4% | +58.6% | +522.8% | +428.0% |
| 10Y | -59.0% | +219.2% | -278.2% | -71.5% |
| All | -59.0% | +217.6% | -276.7% | -71.5% |
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