+363.4%
ORCL vs VIG
+240.3%
+123.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +3.2% |
| 7D | +15.0% | -0.4% | +15.4% | +15.5% |
| 30D | +10.5% | -2.1% | +12.6% | +13.2% |
| 3M | -23.0% | +3.3% | -26.3% | -25.7% |
| 6M | +7.0% | +9.3% | -2.3% | -2.8% |
| YTD | -15.8% | +10.1% | -26.0% | -24.0% |
| 1Y | -31.1% | +14.7% | -45.8% | -40.4% |
| 3Y | +33.3% | +56.9% | -23.7% | -15.7% |
| 5Y | +94.3% | +62.9% | +31.4% | +18.9% |
| 10Y | +363.4% | +241.3% | +122.1% | +38.6% |
| All | +363.4% | +240.3% | +123.1% | +38.6% |
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