+57.3%
ORN vs VT
+53.2%
+4.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.1% | -8.0% | -7.1% |
| 7D | -24.4% | -4.2% | -20.2% | -20.1% |
| 30D | -26.4% | -5.8% | -20.6% | -20.5% |
| 3M | -33.3% | -5.2% | -28.1% | -28.4% |
| 6M | -55.4% | +0.1% | -55.6% | -54.8% |
| YTD | -30.7% | +8.2% | -38.9% | -35.1% |
| 1Y | -37.4% | +10.1% | -47.5% | -42.2% |
| 3Y | +56.2% | +69.7% | -13.4% | +1.4% |
| 5Y | +57.3% | +53.4% | +3.9% | +26.1% |
| All | +57.3% | +53.2% | +4.1% | +26.1% |
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 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