+120.9%
ORRF vs VT
+374.2%
-253.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.8% | +0.4% | +2.3% | +2.6% |
| 30D | -0.4% | +1.0% | -1.4% | -0.9% |
| 3M | +15.9% | +2.4% | +13.5% | +14.2% |
| 6M | +20.2% | +12.0% | +8.2% | +12.7% |
| YTD | +24.6% | +15.3% | +9.2% | +15.0% |
| 1Y | +26.3% | +22.6% | +3.8% | +12.8% |
| 3Y | +117.5% | +74.7% | +42.8% | +62.0% |
| 5Y | +115.0% | +66.1% | +48.8% | +62.8% |
| 10Y | +171.8% | +225.0% | -53.2% | +57.6% |
| All | +120.9% | +374.2% | -253.3% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling