-31.1%
ORCL vs VIG
+14.9%
-45.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +3.7% |
| 7D | +15.0% | -0.4% | +15.4% | +15.8% |
| 30D | +10.5% | -2.1% | +12.6% | +14.6% |
| 3M | -23.0% | +3.3% | -26.3% | -26.9% |
| 6M | +7.0% | +9.3% | -2.3% | -7.3% |
| YTD | -15.8% | +10.1% | -26.0% | -28.1% |
| 1Y | -31.1% | +14.7% | -45.8% | -55.8% |
| All | -31.1% | +14.9% | -45.9% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling