+270.3%
ORCL vs VFC
-48.6%
+318.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.0% |
| 7D | +8.0% | +1.6% | +6.3% | +7.6% |
| 30D | -4.0% | +25.5% | -29.5% | -8.1% |
| 3M | -19.5% | +41.3% | -60.7% | -24.7% |
| 6M | -33.5% | +22.2% | -55.7% | -36.6% |
| YTD | -34.8% | +16.4% | -51.2% | -37.6% |
| 1Y | -41.6% | +38.4% | -80.0% | -46.1% |
| 3Y | +13.8% | +56.2% | -42.5% | -6.1% |
| 5Y | +43.4% | -68.2% | +111.5% | +80.7% |
| All | +270.3% | -48.6% | +318.9% | +298.6% |
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