-34.1%
ORMP vs VT
+214.8%
-248.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -1.9% |
| 7D | -8.0% | -4.2% | -3.9% | -4.1% |
| 30D | -11.2% | -5.8% | -5.4% | -5.8% |
| 3M | -10.0% | -5.2% | -4.7% | -5.2% |
| 6M | -2.3% | +0.1% | -2.4% | -2.5% |
| YTD | +46.4% | +8.2% | +38.2% | +35.9% |
| 1Y | +86.3% | +10.1% | +76.2% | +70.4% |
| 3Y | +133.1% | +69.7% | +63.4% | +39.4% |
| 5Y | -84.4% | +53.4% | -137.8% | -89.9% |
| All | -34.1% | +214.8% | -248.9% | -75.7% |
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 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