-49.5%
ORCL vs VEU
+17.0%
-66.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -4.4% |
| 7D | -14.4% | +0.2% | -14.6% | -14.6% |
| 30D | -12.8% | -2.1% | -10.7% | -10.3% |
| 3M | -14.8% | -2.7% | -12.1% | -11.4% |
| 6M | -30.9% | +3.2% | -34.1% | -31.1% |
| YTD | -35.7% | +12.6% | -48.2% | -44.0% |
| 1Y | -49.5% | +17.1% | -66.6% | -58.1% |
| All | -49.5% | +17.0% | -66.5% | -58.1% |
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