+410.7%
ORLY vs VT
+217.6%
+193.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.1% |
| 7D | -0.7% | -0.1% | -0.5% | -0.7% |
| 30D | +3.4% | -3.1% | +6.5% | +5.4% |
| 3M | -3.1% | -3.5% | +0.4% | -1.0% |
| 6M | -3.8% | +0.5% | -4.3% | -4.9% |
| YTD | -2.0% | +10.8% | -12.8% | -9.7% |
| 1Y | -8.9% | +11.9% | -20.8% | -16.7% |
| 3Y | +36.0% | +73.0% | -37.0% | -12.1% |
| 5Y | +106.9% | +58.6% | +48.3% | +42.6% |
| 10Y | +410.7% | +219.2% | +191.5% | +73.5% |
| All | +410.7% | +217.6% | +193.1% | +73.5% |
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