+645.3%
ORCL vs VEA
+154.9%
+490.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -0.9% |
| 7D | -6.5% | 0.0% | -6.5% | -6.4% |
| 30D | -16.6% | -1.4% | -15.2% | -15.3% |
| 3M | -21.6% | -4.1% | -17.5% | -18.4% |
| 6M | -39.4% | -1.3% | -38.0% | -38.1% |
| YTD | -38.7% | +12.1% | -50.7% | -43.7% |
| 1Y | -50.4% | +16.1% | -66.4% | -55.7% |
| 3Y | +8.1% | +73.0% | -64.9% | -29.5% |
| 5Y | +34.5% | +55.1% | -20.6% | -4.7% |
| 10Y | +246.0% | +156.9% | +89.1% | +62.9% |
| All | +645.3% | +154.9% | +490.4% | +253.8% |
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