+368.8%
ORCL vs VCLT
+16.9%
+351.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +10.9% | 0.0% | +10.9% | +10.9% |
| 30D | +7.0% | +0.1% | +6.9% | +7.0% |
| 3M | -21.2% | -2.9% | -18.3% | -20.2% |
| 6M | +7.4% | -4.0% | +11.3% | +9.3% |
| YTD | -16.3% | -2.2% | -14.0% | -15.4% |
| 1Y | -32.3% | -2.6% | -29.7% | -31.5% |
| 3Y | +32.6% | +12.3% | +20.3% | +27.5% |
| 5Y | +93.1% | -16.4% | +109.5% | +101.4% |
| 10Y | +368.8% | +18.1% | +350.7% | +345.9% |
| All | +368.8% | +16.9% | +351.8% | +345.9% |
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