+178.1%
ORCL vs VRT
+1,856.9%
-1,678.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.7% |
| 7D | -6.5% | -17.7% | +11.2% | -2.0% |
| 30D | -16.6% | -20.0% | +3.4% | -11.9% |
| 3M | -21.6% | -28.1% | +6.5% | -15.2% |
| 6M | -39.4% | -42.8% | +3.5% | -31.4% |
| YTD | -38.7% | +20.0% | -58.6% | -43.8% |
| 1Y | -50.4% | +3.5% | -53.9% | -52.8% |
| 3Y | +8.1% | +366.1% | -358.0% | -26.6% |
| 5Y | +34.5% | +632.2% | -597.6% | -21.8% |
| All | +178.1% | +1,856.9% | -1,678.9% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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