-15.3%
ORN vs VT
+224.4%
-239.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +0.9% |
| 7D | -0.9% | -0.7% | -0.2% | +0.6% |
| 30D | -14.8% | -1.7% | -13.1% | -12.5% |
| 3M | -20.5% | -2.3% | -18.2% | -17.6% |
| 6M | -48.7% | +1.5% | -50.2% | -48.8% |
| YTD | -21.8% | +12.0% | -33.9% | -30.3% |
| 1Y | -21.1% | +12.9% | -34.0% | -30.0% |
| 3Y | +57.6% | +74.9% | -17.3% | -12.3% |
| 5Y | +55.1% | +59.9% | -4.8% | -4.1% |
| 10Y | -15.3% | +224.6% | -239.9% | -77.1% |
| All | -15.3% | +224.4% | -239.6% | -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 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