+251.6%
ORCL vs VCLT
+20.2%
+231.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.1% |
| 7D | +0.5% | +1.2% | -0.8% | -0.1% |
| 30D | -15.3% | +3.4% | -18.7% | -16.5% |
| 3M | -18.2% | -0.9% | -17.4% | -17.9% |
| 6M | -38.4% | -3.1% | -35.3% | -37.5% |
| YTD | -37.7% | -2.4% | -35.4% | -37.0% |
| 1Y | -49.3% | -2.7% | -46.6% | -48.6% |
| 3Y | +10.6% | +16.9% | -6.2% | +5.0% |
| 5Y | +35.5% | -17.0% | +52.5% | +42.0% |
| 10Y | +251.6% | +22.1% | +229.5% | +235.5% |
| All | +251.6% | +20.2% | +231.4% | +235.5% |
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