-45.0%
ORMP vs VT
+356.1%
-401.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.8% | -1.6% | -2.2% | -2.7% |
| 30D | -10.9% | -2.5% | -8.4% | -9.2% |
| 3M | -8.9% | -1.3% | -7.6% | -8.1% |
| 6M | +0.5% | +3.1% | -2.6% | -1.7% |
| YTD | +50.6% | +10.9% | +39.6% | +40.0% |
| 1Y | +81.8% | +12.1% | +69.7% | +68.2% |
| 3Y | +139.7% | +73.9% | +65.8% | +62.1% |
| 5Y | -82.9% | +58.0% | -140.9% | -87.5% |
| 10Y | -24.9% | +225.5% | -250.3% | -64.0% |
| All | -45.0% | +356.1% | -401.1% | -77.1% |
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