+63.4%
ORN vs VT
+57.4%
+6.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.6% | +5.6% | +5.0% |
| 7D | -8.1% | +0.4% | -8.5% | -8.2% |
| 30D | -14.6% | -2.6% | -12.0% | -11.4% |
| 3M | -24.2% | -3.2% | -21.0% | -20.7% |
| 6M | -47.6% | +0.9% | -48.5% | -47.3% |
| YTD | -21.4% | +11.3% | -32.7% | -28.9% |
| 1Y | -23.1% | +14.0% | -37.1% | -31.9% |
| 3Y | +67.2% | +75.8% | -8.6% | +4.3% |
| 5Y | +63.4% | +57.8% | +5.6% | +26.4% |
| All | +63.4% | +57.4% | +6.0% | +26.4% |
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