+10.2%
ORCL vs VIG
+62.5%
-52.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.4% |
| 7D | -11.2% | -1.8% | -9.4% | -8.7% |
| 30D | -18.8% | +2.7% | -21.5% | -22.2% |
| 3M | -18.8% | 0.0% | -18.7% | -18.7% |
| 6M | -39.7% | +6.8% | -46.5% | -45.4% |
| YTD | -39.6% | +12.1% | -51.7% | -49.2% |
| 1Y | -51.7% | +14.8% | -66.6% | -61.0% |
| 3Y | +10.2% | +62.4% | -52.2% | -39.9% |
| All | +10.2% | +62.5% | -52.3% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling