+346.9%
ORCL vs VFC
-68.0%
+414.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.6% |
| 7D | +5.3% | -1.6% | +6.9% | +5.6% |
| 30D | +10.0% | -11.6% | +21.6% | +12.5% |
| 3M | -32.6% | -18.1% | -14.5% | -30.5% |
| 6M | +4.9% | -27.4% | +32.3% | +10.3% |
| YTD | -17.8% | -24.8% | +7.1% | -14.3% |
| 1Y | -28.0% | -8.2% | -19.8% | -28.6% |
| 3Y | +36.0% | -29.1% | +65.1% | +31.5% |
| 5Y | +88.7% | -79.2% | +167.9% | +156.6% |
| All | +346.9% | -68.0% | +414.9% | +426.3% |
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