+11.8%
ORCL vs VLTO
+54.1%
-42.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.9% |
| 7D | -17.5% | +12.0% | -29.5% | -19.1% |
| 30D | -20.2% | +20.8% | -41.0% | -23.1% |
| 3M | -19.9% | +20.1% | -40.1% | -22.8% |
| 6M | -37.4% | +32.6% | -70.0% | -41.6% |
| YTD | -40.1% | +17.3% | -57.4% | -41.8% |
| 1Y | -53.4% | +17.3% | -70.7% | -54.8% |
| 3Y | +10.4% | +66.9% | -56.5% | +2.5% |
| All | +11.8% | +54.1% | -42.3% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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