+45.4%
ORCL vs VFC
-68.8%
+114.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.6% |
| 7D | +10.4% | -1.4% | +11.8% | +10.6% |
| 30D | -11.2% | +24.6% | -35.9% | -14.0% |
| 3M | -16.8% | +38.4% | -55.2% | -20.6% |
| 6M | -31.5% | +15.3% | -46.8% | -33.4% |
| YTD | -33.9% | +12.7% | -46.7% | -35.6% |
| 1Y | -43.3% | +32.7% | -75.9% | -46.1% |
| 3Y | +16.5% | +43.7% | -27.2% | +3.9% |
| 5Y | +45.4% | -69.2% | +114.6% | +115.4% |
| All | +45.4% | -68.8% | +114.2% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling