+246.0%
ORCL vs VFC
-46.8%
+292.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -6.5% | +3.5% | -10.0% | -7.1% |
| 30D | -16.6% | +38.3% | -54.8% | -21.6% |
| 3M | -21.6% | +40.2% | -61.8% | -26.6% |
| 6M | -39.4% | +10.6% | -50.0% | -41.1% |
| YTD | -38.7% | +16.7% | -55.4% | -41.3% |
| 1Y | -50.4% | +45.0% | -95.3% | -54.6% |
| 3Y | +8.1% | +48.8% | -40.7% | -9.7% |
| 5Y | +34.5% | -67.6% | +102.1% | +68.7% |
| 10Y | +246.0% | -47.5% | +293.6% | +272.2% |
| All | +246.0% | -46.8% | +292.8% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling