-63.6%
ORKA vs VT
+222.7%
-286.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.6% |
| 7D | +9.3% | +2.9% | +6.5% | +7.2% |
| 30D | +34.3% | -2.5% | +36.8% | +36.8% |
| 3M | -2.2% | -3.3% | +1.1% | +0.2% |
| 6M | +62.4% | +1.5% | +60.9% | +61.2% |
| YTD | +246.4% | +11.4% | +235.0% | +224.7% |
| 1Y | +271.0% | +11.9% | +259.1% | +247.3% |
| 3Y | +808.8% | +73.9% | +734.9% | +575.2% |
| 5Y | +558.6% | +57.9% | +500.7% | +411.0% |
| All | -63.6% | +222.7% | -286.2% | -75.2% |
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