+539.4%
ORCL vs VCIT
+96.6%
+442.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.2% | -7.0% |
| 7D | -17.5% | +0.5% | -17.9% | -17.6% |
| 30D | -20.2% | +2.1% | -22.2% | -20.8% |
| 3M | -19.9% | -1.6% | -18.4% | -19.4% |
| 6M | -37.4% | -1.6% | -35.8% | -37.0% |
| YTD | -40.1% | -1.5% | -38.6% | -39.7% |
| 1Y | -53.4% | -0.4% | -53.0% | -53.2% |
| 3Y | +10.4% | +19.6% | -9.2% | +5.7% |
| 5Y | +29.8% | +3.3% | +26.5% | +24.4% |
| 10Y | +249.2% | +28.9% | +220.3% | +253.5% |
| All | +539.4% | +96.6% | +442.7% | +771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling