+27,144.0%
ORCL vs VFC
+1,360.5%
+25,783.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +8.9% |
| 7D | +3.8% | -1.4% | +5.1% | +4.2% |
| 30D | -6.6% | +30.7% | -37.3% | -13.3% |
| 3M | -11.4% | +40.6% | -52.1% | -19.6% |
| 6M | -33.3% | +16.5% | -49.8% | -37.1% |
| YTD | -33.3% | +16.2% | -49.4% | -37.4% |
| 1Y | -44.9% | +42.4% | -87.3% | -51.5% |
| 3Y | +17.6% | +48.1% | -30.4% | -9.7% |
| 5Y | +46.1% | -67.8% | +113.9% | +73.3% |
| 10Y | +277.8% | -48.5% | +326.2% | +254.1% |
| All | +27,144.0% | +1,360.5% | +25,783.5% | +9,678.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling