+778.3%
ORCL vs VCLT
+103.4%
+674.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +5.3% | -0.5% | +5.8% | +5.4% |
| 30D | +10.0% | -0.9% | +10.8% | +10.1% |
| 3M | -32.6% | -3.2% | -29.3% | -32.2% |
| 6M | +4.9% | -3.8% | +8.7% | +5.7% |
| YTD | -17.8% | -2.0% | -15.7% | -17.4% |
| 1Y | -28.0% | -0.8% | -27.2% | -27.8% |
| 3Y | +36.0% | +12.3% | +23.7% | +34.4% |
| 5Y | +88.7% | -15.4% | +104.1% | +86.4% |
| 10Y | +346.9% | +15.7% | +331.2% | +363.1% |
| All | +778.3% | +103.4% | +674.9% | +1,061.3% |
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