-28.0%
ORCL vs VEU
+28.8%
-56.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.4% |
| 7D | +5.3% | +1.1% | +4.1% | +4.0% |
| 30D | +10.0% | +2.2% | +7.8% | +7.5% |
| 3M | -32.6% | +3.0% | -35.6% | -34.2% |
| 6M | +4.9% | +10.9% | -5.9% | -4.6% |
| YTD | -17.8% | +18.2% | -35.9% | -32.6% |
| 1Y | -28.0% | +28.3% | -56.3% | -48.1% |
| All | -28.0% | +28.8% | -56.8% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling