+53.0%
ORN vs VT
+58.5%
-5.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.8% |
| 7D | +11.0% | +2.9% | +8.1% | +7.4% |
| 30D | -16.4% | -2.5% | -13.9% | -13.3% |
| 3M | -23.0% | -3.3% | -19.6% | -19.2% |
| 6M | -48.3% | +1.5% | -49.9% | -48.4% |
| YTD | -23.0% | +11.4% | -34.4% | -30.3% |
| 1Y | -24.0% | +11.9% | -35.9% | -31.3% |
| 3Y | +55.2% | +73.9% | -18.7% | -2.2% |
| 5Y | +53.0% | +57.9% | -4.9% | +17.4% |
| All | +53.0% | +58.5% | -5.5% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling