+251.6%
ORCL vs VCIT
+29.7%
+221.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.1% |
| 7D | +0.5% | +0.7% | -0.3% | -0.1% |
| 30D | -15.3% | +1.8% | -17.1% | -16.4% |
| 3M | -18.2% | -1.6% | -16.7% | -17.2% |
| 6M | -38.4% | -2.1% | -36.3% | -37.4% |
| YTD | -37.7% | -1.6% | -36.1% | -36.9% |
| 1Y | -49.3% | -0.8% | -48.5% | -48.8% |
| 3Y | +10.6% | +19.9% | -9.3% | +0.1% |
| 5Y | +35.5% | +3.3% | +32.2% | +29.9% |
| 10Y | +251.6% | +30.6% | +220.9% | +248.6% |
| All | +251.6% | +29.7% | +221.9% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling