+42.7%
ORCL vs VRT
+650.8%
-608.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.3% |
| 7D | +8.0% | +10.5% | -2.5% | +4.9% |
| 30D | -4.0% | -9.3% | +5.3% | -1.7% |
| 3M | -19.5% | -29.6% | +10.1% | -11.8% |
| 6M | -33.5% | -45.4% | +11.9% | -23.0% |
| YTD | -34.8% | +24.8% | -59.6% | -41.6% |
| 1Y | -41.6% | +23.6% | -65.2% | -47.6% |
| 3Y | +13.8% | +379.7% | -365.9% | -25.7% |
| All | +42.7% | +650.8% | -608.1% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling