+30.6%
ORCL vs VEU
+45.1%
-14.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -11.2% | -1.6% | -9.5% | -9.6% |
| 30D | -18.8% | -4.3% | -14.5% | -14.7% |
| 3M | -18.8% | -5.8% | -12.9% | -13.0% |
| 6M | -39.7% | -4.4% | -35.4% | -36.1% |
| YTD | -39.6% | +8.7% | -48.3% | -43.6% |
| 1Y | -51.7% | +12.6% | -64.4% | -56.5% |
| 3Y | +10.2% | +65.2% | -55.0% | -29.4% |
| All | +30.6% | +45.1% | -14.6% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling