+899.4%
ORCL vs VEA
+170.4%
+729.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +2.7% |
| 7D | +5.3% | +1.0% | +4.3% | +4.5% |
| 30D | +10.0% | +1.9% | +8.0% | +8.4% |
| 3M | -32.6% | +3.2% | -35.8% | -34.0% |
| 6M | +4.9% | +10.2% | -5.3% | -2.8% |
| YTD | -17.8% | +18.9% | -36.6% | -28.4% |
| 1Y | -28.0% | +29.3% | -57.3% | -41.4% |
| 3Y | +36.0% | +76.8% | -40.7% | -13.3% |
| 5Y | +88.7% | +61.2% | +27.5% | +28.7% |
| 10Y | +346.9% | +163.3% | +183.6% | +105.0% |
| All | +899.4% | +170.4% | +729.0% | +350.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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