+58.8%
ORN vs VT
+69.4%
-10.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.1% | -8.0% | -5.0% |
| 7D | -24.4% | -4.2% | -20.2% | -18.3% |
| 30D | -26.4% | -5.8% | -20.6% | -18.0% |
| 3M | -33.3% | -5.2% | -28.1% | -26.3% |
| 6M | -55.4% | +0.1% | -55.6% | -54.8% |
| YTD | -30.7% | +8.2% | -38.9% | -37.7% |
| 1Y | -37.4% | +10.1% | -47.5% | -45.0% |
| All | +58.8% | +69.4% | -10.6% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling