-14.3%
ORN vs VT
+215.5%
-229.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.5% |
| 7D | -14.3% | -2.3% | -11.9% | -11.6% |
| 30D | -20.4% | -5.0% | -15.4% | -14.9% |
| 3M | -28.7% | -4.9% | -23.8% | -23.7% |
| 6M | -52.1% | -1.5% | -50.6% | -50.4% |
| YTD | -27.4% | +8.5% | -35.8% | -32.7% |
| 1Y | -29.8% | +11.4% | -41.2% | -36.7% |
| 3Y | +66.4% | +70.1% | -3.7% | -4.1% |
| 5Y | +64.8% | +53.7% | +11.1% | +7.0% |
| All | -14.3% | +215.5% | -229.8% | -73.0% |
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