+494.7%
ORKA vs VT
+53.4%
+441.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.9% | +6.9% |
| 7D | +6.2% | -2.3% | +8.5% | +8.5% |
| 30D | +29.4% | -5.0% | +34.3% | +35.4% |
| 3M | +4.5% | -4.9% | +9.4% | +9.3% |
| 6M | +47.4% | -1.5% | +48.9% | +50.0% |
| YTD | +239.4% | +8.5% | +230.9% | +220.1% |
| 1Y | +263.7% | +11.4% | +252.3% | +237.0% |
| 3Y | +766.2% | +70.1% | +696.1% | +549.8% |
| All | +494.7% | +53.4% | +441.3% | +357.7% |
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