-50.6%
ORCL vs VCLT
-4.4%
-46.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -5.4% | -1.4% | -4.0% | -3.4% |
| 30D | -2.0% | -1.2% | -0.8% | 0.0% |
| 3M | -18.1% | -4.8% | -13.3% | -12.8% |
| 6M | -7.2% | -2.6% | -4.7% | -3.5% |
| YTD | -22.2% | -3.3% | -18.8% | -19.3% |
| 1Y | -50.6% | -4.8% | -45.8% | -47.1% |
| All | -50.6% | -4.4% | -46.2% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling