+356.9%
ORLY vs VT
+221.4%
+135.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.9% |
| 7D | -2.3% | +1.0% | -3.4% | -3.0% |
| 30D | -8.2% | -0.2% | -7.9% | -8.0% |
| 3M | -3.5% | +4.5% | -8.1% | -6.7% |
| 6M | -9.2% | +14.1% | -23.3% | -17.6% |
| YTD | -5.8% | +14.8% | -20.6% | -15.0% |
| 1Y | -19.3% | +21.2% | -40.5% | -30.1% |
| 3Y | +34.4% | +76.6% | -42.1% | -13.8% |
| 5Y | +117.8% | +66.6% | +51.3% | +45.2% |
| 10Y | +356.9% | +222.3% | +134.7% | +69.8% |
| All | +356.9% | +221.4% | +135.5% | +69.8% |
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