+10.2%
ORCL vs VFC
+39.5%
-29.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -11.2% | +11.2% | -22.4% | -12.3% |
| 30D | -18.8% | +41.5% | -60.3% | -22.3% |
| 3M | -18.8% | +38.9% | -57.7% | -22.1% |
| 6M | -39.7% | +6.1% | -45.9% | -40.6% |
| YTD | -39.6% | +14.5% | -54.2% | -41.1% |
| 1Y | -51.7% | +46.0% | -97.7% | -54.4% |
| 3Y | +10.2% | +36.4% | -26.1% | +4.3% |
| All | +10.2% | +39.5% | -29.3% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling