+42.7%
ORCL vs VIG
+64.4%
-21.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +8.0% | +3.5% | +4.5% | +3.3% |
| 30D | -4.0% | +4.9% | -8.9% | -9.8% |
| 3M | -19.5% | +2.5% | -22.0% | -21.9% |
| 6M | -33.5% | +11.0% | -44.5% | -41.7% |
| YTD | -34.8% | +16.0% | -50.8% | -45.9% |
| 1Y | -41.6% | +17.5% | -59.2% | -52.4% |
| 3Y | +13.8% | +67.0% | -53.2% | -37.5% |
| All | +42.7% | +64.4% | -21.8% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling