+465.7%
ORKA vs VT
+53.2%
+412.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -1.8% |
| 7D | -0.7% | -4.2% | +3.5% | +3.1% |
| 30D | +19.8% | -5.8% | +25.6% | +26.3% |
| 3M | -1.2% | -5.2% | +4.0% | +3.7% |
| 6M | +39.3% | +0.1% | +39.1% | +39.8% |
| YTD | +216.8% | +8.2% | +208.6% | +199.4% |
| 1Y | +251.6% | +10.1% | +241.5% | +228.4% |
| 3Y | +683.0% | +69.7% | +613.4% | +488.5% |
| 5Y | +465.7% | +53.4% | +412.3% | +331.4% |
| All | +465.7% | +53.2% | +412.5% | +331.4% |
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