+5,691.9%
ORLY vs VT
+346.0%
+5,345.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.9% |
| 7D | +2.0% | -2.3% | +4.3% | +3.5% |
| 30D | +6.2% | -5.0% | +11.2% | +9.5% |
| 3M | -3.7% | -4.9% | +1.2% | -0.9% |
| 6M | -5.2% | -1.5% | -3.6% | -4.9% |
| YTD | -1.4% | +8.5% | -9.9% | -7.3% |
| 1Y | -5.4% | +11.4% | -16.8% | -12.5% |
| 3Y | +41.0% | +70.1% | -29.0% | -2.6% |
| 5Y | +111.3% | +53.7% | +57.6% | +54.3% |
| 10Y | +416.2% | +220.0% | +196.3% | +134.0% |
| All | +5,691.9% | +346.0% | +5,345.9% | +2,039.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling