+173.6%
ORCL vs VRT
+1,742.5%
-1,568.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.1% |
| 7D | -11.2% | -21.4% | +10.2% | -5.6% |
| 30D | -18.8% | -25.8% | +7.0% | -12.5% |
| 3M | -18.8% | -33.5% | +14.8% | -10.3% |
| 6M | -39.7% | -49.0% | +9.3% | -29.8% |
| YTD | -39.6% | +12.9% | -52.6% | -43.8% |
| 1Y | -51.7% | 0.0% | -51.8% | -53.7% |
| 3Y | +10.2% | +361.8% | -351.6% | -24.6% |
| 5Y | +30.8% | +565.1% | -534.3% | -22.3% |
| All | +173.6% | +1,742.5% | -1,568.8% | +52.4% |
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