+275.4%
ORCL vs VIG
+262.6%
+12.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +10.4% | +3.1% | +7.3% | +6.8% |
| 30D | -11.2% | +5.0% | -16.3% | -15.9% |
| 3M | -16.8% | +2.7% | -19.4% | -19.1% |
| 6M | -31.5% | +11.0% | -42.4% | -38.7% |
| YTD | -33.9% | +16.0% | -49.9% | -43.6% |
| 1Y | -43.3% | +16.3% | -59.5% | -51.7% |
| 3Y | +16.5% | +66.8% | -50.4% | -31.2% |
| 5Y | +45.4% | +64.8% | -19.4% | -12.4% |
| All | +275.4% | +262.6% | +12.8% | +3.2% |
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