+251.6%
ORCL vs VIG
+267.0%
-15.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.7% | +0.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.1% |
| 30D | -15.3% | +4.3% | -19.5% | -19.2% |
| 3M | -18.2% | +2.0% | -20.3% | -19.9% |
| 6M | -38.4% | +10.2% | -48.6% | -44.6% |
| YTD | -37.7% | +14.8% | -52.5% | -46.3% |
| 1Y | -49.3% | +17.5% | -66.7% | -57.4% |
| 3Y | +10.6% | +67.4% | -56.8% | -34.8% |
| 5Y | +35.5% | +63.4% | -27.9% | -17.7% |
| 10Y | +251.6% | +259.9% | -8.3% | -2.9% |
| All | +251.6% | +267.0% | -15.4% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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