+277.8%
ORCL vs VCLT
+21.9%
+255.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.7% |
| 7D | +3.8% | -0.6% | +4.3% | +4.0% |
| 30D | -6.6% | +2.8% | -9.3% | -7.7% |
| 3M | -11.4% | -0.4% | -11.1% | -11.2% |
| 6M | -33.3% | -3.1% | -30.2% | -32.3% |
| YTD | -33.3% | -2.7% | -30.6% | -32.4% |
| 1Y | -44.9% | -3.7% | -41.2% | -44.0% |
| 3Y | +17.6% | +15.6% | +2.1% | +12.1% |
| 5Y | +46.1% | -15.8% | +61.8% | +52.5% |
| 10Y | +277.8% | +23.0% | +254.7% | +257.9% |
| All | +277.8% | +21.9% | +255.9% | +257.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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