+544.6%
ORCL vs VCLT
+102.2%
+442.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -11.2% | +0.3% | -11.4% | -11.2% |
| 30D | -18.8% | +3.7% | -22.5% | -19.4% |
| 3M | -18.8% | -1.0% | -17.8% | -18.6% |
| 6M | -39.7% | -3.4% | -36.4% | -39.3% |
| YTD | -39.6% | -2.6% | -37.0% | -39.3% |
| 1Y | -51.7% | -3.3% | -48.5% | -51.4% |
| 3Y | +10.2% | +17.3% | -7.1% | +8.6% |
| 5Y | +30.8% | -17.0% | +47.8% | +29.3% |
| 10Y | +252.1% | +18.1% | +233.9% | +269.4% |
| All | +544.6% | +102.2% | +442.4% | +753.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling