+195.4%
ORCL vs VRT
+1,936.0%
-1,740.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.4% |
| 7D | +8.0% | +10.5% | -2.5% | +5.1% |
| 30D | -4.0% | -9.3% | +5.3% | -1.8% |
| 3M | -19.5% | -29.6% | +10.1% | -12.4% |
| 6M | -33.5% | -45.4% | +11.9% | -23.9% |
| YTD | -34.8% | +24.8% | -59.6% | -40.9% |
| 1Y | -41.6% | +23.6% | -65.2% | -47.0% |
| 3Y | +13.8% | +379.7% | -365.9% | -23.3% |
| 5Y | +43.4% | +660.3% | -617.0% | -17.5% |
| All | +195.4% | +1,936.0% | -1,740.6% | +60.2% |
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