+91.4%
ORCL vs VEU
+56.2%
+35.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.5% |
| 7D | +5.3% | +1.1% | +4.1% | +4.2% |
| 30D | +10.0% | +2.2% | +7.8% | +7.8% |
| 3M | -32.6% | +3.0% | -35.6% | -34.1% |
| 6M | +4.9% | +10.9% | -5.9% | -4.5% |
| YTD | -17.8% | +18.2% | -35.9% | -29.7% |
| 1Y | -28.0% | +28.3% | -56.3% | -43.0% |
| 3Y | +36.0% | +74.6% | -38.6% | -17.9% |
| All | +91.4% | +56.2% | +35.2% | +24.4% |
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