+555.0%
ORCL vs VCLT
+100.6%
+454.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -1.3% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | -16.6% | +2.3% | -18.8% | -16.9% |
| 3M | -21.6% | -1.1% | -20.6% | -21.4% |
| 6M | -39.4% | -4.2% | -35.2% | -38.9% |
| YTD | -38.7% | -3.4% | -35.3% | -38.2% |
| 1Y | -50.4% | -3.8% | -46.6% | -50.0% |
| 3Y | +8.1% | +14.7% | -6.6% | +6.8% |
| 5Y | +34.5% | -16.7% | +51.2% | +33.2% |
| 10Y | +246.0% | +20.5% | +225.5% | +267.8% |
| All | +555.0% | +100.6% | +454.5% | +768.6% |
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