+976.0%
ORCL vs VGT
+2,075.1%
-1,099.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.3% |
| 7D | -6.5% | -4.1% | -2.4% | -2.9% |
| 30D | -16.6% | -13.6% | -2.9% | -4.3% |
| 3M | -21.6% | -8.0% | -13.6% | -14.7% |
| 6M | -39.4% | -1.5% | -37.9% | -37.6% |
| YTD | -38.7% | +17.7% | -56.4% | -45.7% |
| 1Y | -50.4% | +13.8% | -64.2% | -54.6% |
| 3Y | +8.1% | +101.6% | -93.5% | -38.8% |
| 5Y | +34.5% | +106.7% | -72.2% | -27.5% |
| 10Y | +246.0% | +717.0% | -471.0% | -52.6% |
| All | +976.0% | +2,075.1% | -1,099.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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